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Tuesday, December 22, 2009, 5:07PM ET - U.S. Markets Closed. Dow Up 0.49% Nasdaq Up 0.67%
Thornburg Limited-Term Income C (THICX)On Dec 21: 12.89  Down 0.05 (0.39%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):5.82%
Worst 1 Yr Total Return (2008):-3.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTHICXCategory
Alpha (against Standard Index)0.36-0.15
Beta (against Standard Index)0.830.36
Mean Annual Return6.010.30
R-squared (against Standard Index)5233.68
Standard Deviation4.613.31
Sharpe Ratio0.78N/A
Treynor Ratio4.52N/A
5 Years
StatisticTHICXCategory
Alpha (against Standard Index)-0.27-0.52
Beta (against Standard Index)0.770.38
Mean Annual Return4.620.28
R-squared (against Standard Index)5436.19
Standard Deviation3.722.73
Sharpe Ratio0.43N/A
Treynor Ratio2.11N/A
10 Years
StatisticTHICXCategory
Alpha (against Standard Index)-0.50-0.19
Beta (against Standard Index)0.840.43
Mean Annual Return5.330.35
R-squared (against Standard Index)7245.24
Standard Deviation3.692.61
Sharpe Ratio0.64N/A
Treynor Ratio2.87N/A

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