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Thrivent High Yield A (LBHYX)
On
Feb 9
:
4.52
0.01
(0.22%)
MORE ON LBHYX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
41.86%
Worst 1 Yr Total Return
(2008)
:
-21.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LBHYX
Category
Alpha (against Standard Index)
-2.06
-2.43
Beta (against Standard Index)
1.17
1.04
Mean Annual Return
4.25
0.35
R-squared (against Standard Index)
12
9.18
Standard Deviation
14.13
15.39
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.95
N/A
5 Years
Statistic
LBHYX
Category
Alpha (against Standard Index)
0.93
0.54
Beta (against Standard Index)
0.96
0.83
Mean Annual Return
5.44
0.44
R-squared (against Standard Index)
10
7.72
Standard Deviation
11.10
12.20
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.65
N/A
10 Years
Statistic
LBHYX
Category
Alpha (against Standard Index)
-0.80
0.87
Beta (against Standard Index)
0.51
0.48
Mean Annual Return
3.34
0.45
R-squared (against Standard Index)
3
3.39
Standard Deviation
10.57
10.76
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.98
N/A
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