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Thrivent Core Bond I (IIINX)
On
Dec 24
:
9.32
0.02
(0.21%)
MORE ON IIINX
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Risk
As of 30-Nov-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)
:
4.65%
Worst 1 Yr Total Return
(2008)
:
-10.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IIINX
Category
Alpha (against Standard Index)
-2.56
-1.73
Beta (against Standard Index)
0.87
1.02
Mean Annual Return
3.06
0.39
R-squared (against Standard Index)
33
59.65
Standard Deviation
6.17
5.93
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.91
N/A
5 Years
Statistic
IIINX
Category
Alpha (against Standard Index)
-1.57
-1.13
Beta (against Standard Index)
0.85
0.98
Mean Annual Return
3.42
0.35
R-squared (against Standard Index)
38
61.85
Standard Deviation
5.00
4.90
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.51
N/A
10 Years
Statistic
IIINX
Category
Alpha (against Standard Index)
-0.85
-0.67
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
5.26
0.46
R-squared (against Standard Index)
60
70.95
Standard Deviation
4.55
4.48
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.51
N/A
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