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Saturday, December 5, 2009, 12:36PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Thornburg Limited-Term US Govt R3 (LTURX)On Dec 4: 13.78  Down 0.05 (0.36%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):6.78%
Worst 1 Yr Total Return (2005):1.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLTURXCategory
Alpha (against Standard Index)1.051.08
Beta (against Standard Index)0.610.37
Mean Annual Return5.920.41
R-squared (against Standard Index)7648.77
Standard Deviation2.842.20
Sharpe Ratio1.18N/A
Treynor Ratio5.71N/A
5 Years
StatisticLTURXCategory
Alpha (against Standard Index)-0.01-0.02
Beta (against Standard Index)0.610.39
Mean Annual Return4.260.31
R-squared (against Standard Index)7753.98
Standard Deviation2.471.94
Sharpe Ratio0.48N/A
Treynor Ratio2.03N/A
10 Years
StatisticLTURXCategory
Alpha (against Standard Index)-0.31-0.11
Beta (against Standard Index)0.750.46
Mean Annual Return5.140.36
R-squared (against Standard Index)8565.31
Standard Deviation3.092.21
Sharpe Ratio0.69N/A
Treynor Ratio2.90N/A

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