Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 5:49AM ET - U.S. Markets open in 3 hours and 41 minutes.
Dow
0.01%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Thornburg Limited-Term US Govt B (LTUBX)
On
Dec 7
:
13.77
0.02
(0.15%)
MORE ON LTUBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
5.41%
Worst 1 Yr Total Return
(2005)
:
-0.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTUBX
Category
Alpha (against Standard Index)
-0.14
1.08
Beta (against Standard Index)
0.61
0.37
Mean Annual Return
4.66
0.41
R-squared (against Standard Index)
75
48.77
Standard Deviation
2.83
2.20
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.68
N/A
5 Years
Statistic
LTUBX
Category
Alpha (against Standard Index)
-1.33
-0.02
Beta (against Standard Index)
0.61
0.39
Mean Annual Return
2.88
0.31
R-squared (against Standard Index)
76
53.98
Standard Deviation
2.46
1.94
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.24
N/A
10 Years
Statistic
LTUBX
Category
Alpha (against Standard Index)
-1.36
-0.11
Beta (against Standard Index)
0.75
0.46
Mean Annual Return
4.05
0.36
R-squared (against Standard Index)
84
65.31
Standard Deviation
3.10
2.21
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.44
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center