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Thrivent Limited Maturity Bond A (LBLAX)
On
Nov 30
:
12.25
0.01
(0.08%)
MORE ON LBLAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.23%
Worst 1 Yr Total Return
(2008)
:
-6.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LBLAX
Category
Alpha (against Standard Index)
-0.35
-0.26
Beta (against Standard Index)
0.34
0.38
Mean Annual Return
3.34
0.30
R-squared (against Standard Index)
12
32.40
Standard Deviation
3.87
3.42
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.70
N/A
5 Years
Statistic
LBLAX
Category
Alpha (against Standard Index)
-0.69
-0.58
Beta (against Standard Index)
0.35
0.40
Mean Annual Return
2.99
0.27
R-squared (against Standard Index)
16
36.30
Standard Deviation
3.08
2.80
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.10
N/A
10 Years
Statistic
LBLAX
Category
Alpha (against Standard Index)
-0.34
-0.21
Beta (against Standard Index)
0.48
0.44
Mean Annual Return
4.19
0.35
R-squared (against Standard Index)
40
45.80
Standard Deviation
2.82
2.67
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.57
N/A
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