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Tuesday, December 1, 2009, 11:10AM ET - U.S. Markets close in 4 hours and 50 minutes. Dow Up 1.06% Nasdaq Up 1.13%
Thornburg Limited-Term US Govt A (LTUSX)On Nov 30: 13.86  Up 0.01 (0.07%)  
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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):6.81%
Worst 1 Yr Total Return (2005):1.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLTUSXCategory
Alpha (against Standard Index)1.131.08
Beta (against Standard Index)0.610.37
Mean Annual Return5.980.41
R-squared (against Standard Index)7548.77
Standard Deviation2.812.20
Sharpe Ratio1.20N/A
Treynor Ratio5.87N/A
5 Years
StatisticLTUSXCategory
Alpha (against Standard Index)0.01-0.02
Beta (against Standard Index)0.610.39
Mean Annual Return4.270.31
R-squared (against Standard Index)7753.98
Standard Deviation2.461.94
Sharpe Ratio0.48N/A
Treynor Ratio2.05N/A
10 Years
StatisticLTUSXCategory
Alpha (against Standard Index)-0.26-0.11
Beta (against Standard Index)0.750.46
Mean Annual Return5.190.36
R-squared (against Standard Index)8465.31
Standard Deviation3.092.21
Sharpe Ratio0.71N/A
Treynor Ratio2.97N/A

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