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Thrivent Income I (LBIIX)
On
Dec 7
:
8.11
0.02
(0.25%)
MORE ON LBIIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.46%
Worst 1 Yr Total Return
(2008)
:
-11.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LBIIX
Category
Alpha (against Standard Index)
-3.17
-1.72
Beta (against Standard Index)
1.26
1.02
Mean Annual Return
3.84
0.39
R-squared (against Standard Index)
40
59.27
Standard Deviation
8.13
5.93
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.13
N/A
5 Years
Statistic
LBIIX
Category
Alpha (against Standard Index)
-1.53
-1.05
Beta (against Standard Index)
1.17
0.98
Mean Annual Return
3.68
0.33
R-squared (against Standard Index)
43
61.87
Standard Deviation
6.52
4.88
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.56
N/A
10 Years
Statistic
LBIIX
Category
Alpha (against Standard Index)
-0.98
-0.65
Beta (against Standard Index)
1.05
0.96
Mean Annual Return
5.36
0.45
R-squared (against Standard Index)
53
71.12
Standard Deviation
5.39
4.47
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.29
N/A
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