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Thrivent Mid Cap Growth Inst (LBMIX)
On
Dec 4
:
15.22
0.13
(0.86%)
MORE ON LBMIX
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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
(2007)
:
20.04%
Worst 1 Yr Total Return
(2008)
:
-40.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LBMIX
Category
Alpha (against Standard Index)
9.68
3.31
Beta (against Standard Index)
1.17
1.09
Mean Annual Return
0.07
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
24.26
23.37
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.00
N/A
5 Years
Statistic
LBMIX
Category
Alpha (against Standard Index)
5.81
2.25
Beta (against Standard Index)
1.19
1.13
Mean Annual Return
5.23
0.31
R-squared (against Standard Index)
87
81.04
Standard Deviation
20.32
20.00
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.85
N/A
10 Years
Statistic
LBMIX
Category
Alpha (against Standard Index)
6.52
4.42
Beta (against Standard Index)
1.14
1.13
Mean Annual Return
4.07
0.37
R-squared (against Standard Index)
65
60.91
Standard Deviation
22.61
23.71
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.97
N/A
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