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Thornburg Limited-Term US Govt A (LTUSX)
On
Nov 30
:
13.86
0.01
(0.07%)
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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)
:
6.81%
Worst 1 Yr Total Return
(2005)
:
1.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LTUSX
Category
Alpha (against Standard Index)
1.13
1.08
Beta (against Standard Index)
0.61
0.37
Mean Annual Return
5.98
0.41
R-squared (against Standard Index)
75
48.77
Standard Deviation
2.81
2.20
Sharpe Ratio
1.20
N/A
Treynor Ratio
5.87
N/A
5 Years
Statistic
LTUSX
Category
Alpha (against Standard Index)
0.01
-0.02
Beta (against Standard Index)
0.61
0.39
Mean Annual Return
4.27
0.31
R-squared (against Standard Index)
77
53.98
Standard Deviation
2.46
1.94
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.05
N/A
10 Years
Statistic
LTUSX
Category
Alpha (against Standard Index)
-0.26
-0.11
Beta (against Standard Index)
0.75
0.46
Mean Annual Return
5.19
0.36
R-squared (against Standard Index)
84
65.31
Standard Deviation
3.09
2.21
Sharpe Ratio
0.71
N/A
Treynor Ratio
2.97
N/A
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