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Thornburg International Value B (THGBX)
On
Jan 7
:
23.71
0.14
(0.59%)
MORE ON THGBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
26.81%
Worst 1 Yr Total Return
(2008)
:
-42.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THGBX
Category
Alpha (against Standard Index)
3.99
0.11
Beta (against Standard Index)
0.90
1.02
Mean Annual Return
-0.74
-0.23
R-squared (against Standard Index)
94
95.97
Standard Deviation
22.21
24.84
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.35
N/A
5 Years
Statistic
THGBX
Category
Alpha (against Standard Index)
3.19
0.08
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
7.46
0.51
R-squared (against Standard Index)
94
95.66
Standard Deviation
18.43
20.38
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.93
N/A
10 Years
Statistic
THGBX
Category
Alpha (against Standard Index)
5.13
-0.14
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
7.30
0.28
R-squared (against Standard Index)
88
92.61
Standard Deviation
17.56
18.91
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.78
N/A
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