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Thrivent Aggressive Allocation A (TAAAX)
On
Dec 2
:
9.35
0.04
(0.43%)
MORE ON TAAAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.99%
Worst 1 Yr Total Return
(2008)
:
-37.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TAAAX
Category
Alpha (against Standard Index)
1.97
2.45
Beta (against Standard Index)
1.01
1.00
Mean Annual Return
-5.33
-0.24
R-squared (against Standard Index)
96
88.47
Standard Deviation
20.13
20.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.68
N/A
5 Years
Statistic
TAAAX
Category
Alpha (against Standard Index)
N/A
0.94
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.21
R-squared (against Standard Index)
N/A
86.37
Standard Deviation
N/A
17.46
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TAAAX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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