Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 8, 2009, 5:49AM ET - U.S. Markets open in 3 hours and 41 minutes. Dow Up 0.01% Nasdaq  0.00%
Thornburg Limited-Term US Govt B (LTUBX)On Dec 7: 13.77  Up 0.02 (0.15%)  
MORE ON LTUBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticLTUBXCategory
Alpha (against Standard Index)-0.141.08
Beta (against Standard Index)0.610.37
Mean Annual Return4.660.41
R-squared (against Standard Index)7548.77
Standard Deviation2.832.20
Sharpe Ratio0.76N/A
Treynor Ratio3.68N/A
5 Years
StatisticLTUBXCategory
Alpha (against Standard Index)-1.33-0.02
Beta (against Standard Index)0.610.39
Mean Annual Return2.880.31
R-squared (against Standard Index)7653.98
Standard Deviation2.461.94
Sharpe Ratio-0.04N/A
Treynor Ratio-0.24N/A
10 Years
StatisticLTUBXCategory
Alpha (against Standard Index)-1.36-0.11
Beta (against Standard Index)0.750.46
Mean Annual Return4.050.36
R-squared (against Standard Index)8465.31
Standard Deviation3.102.21
Sharpe Ratio0.35N/A
Treynor Ratio1.44N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center