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Thrivent Balanced I (IBBFX)
On
Nov 30
:
10.58
0.01
(0.09%)
MORE ON IBBFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.19%
Worst 1 Yr Total Return
(2008)
:
-30.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IBBFX
Category
Alpha (against Standard Index)
-1.73
-2.88
Beta (against Standard Index)
1.17
1.08
Mean Annual Return
-1.79
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
15.80
14.69
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-3.60
N/A
5 Years
Statistic
IBBFX
Category
Alpha (against Standard Index)
-2.21
-2.47
Beta (against Standard Index)
1.16
1.06
Mean Annual Return
2.47
0.23
R-squared (against Standard Index)
94
92.52
Standard Deviation
12.80
11.89
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.48
N/A
10 Years
Statistic
IBBFX
Category
Alpha (against Standard Index)
-2.38
-2.17
Beta (against Standard Index)
1.01
1.05
Mean Annual Return
2.25
0.26
R-squared (against Standard Index)
90
86.72
Standard Deviation
10.61
11.31
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.71
N/A
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