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Thornburg Limited-Term US Govt R3 (LTURX)
On
Dec 4
:
13.78
0.05
(0.36%)
MORE ON LTURX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
LTURX
Category
Alpha (against Standard Index)
1.05
1.08
Beta (against Standard Index)
0.61
0.37
Mean Annual Return
5.92
0.41
R-squared (against Standard Index)
76
48.77
Standard Deviation
2.84
2.20
Sharpe Ratio
1.18
N/A
Treynor Ratio
5.71
N/A
5 Years
Statistic
LTURX
Category
Alpha (against Standard Index)
-0.01
-0.02
Beta (against Standard Index)
0.61
0.39
Mean Annual Return
4.26
0.31
R-squared (against Standard Index)
77
53.98
Standard Deviation
2.47
1.94
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.03
N/A
10 Years
Statistic
LTURX
Category
Alpha (against Standard Index)
-0.31
-0.11
Beta (against Standard Index)
0.75
0.46
Mean Annual Return
5.14
0.36
R-squared (against Standard Index)
85
65.31
Standard Deviation
3.09
2.21
Sharpe Ratio
0.69
N/A
Treynor Ratio
2.90
N/A
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