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Thornburg Limited-Term Income C (THICX)
On
Dec 21
:
12.89
0.05
(0.39%)
MORE ON THICX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
THICX
Category
Alpha (against Standard Index)
0.36
-0.15
Beta (against Standard Index)
0.83
0.36
Mean Annual Return
6.01
0.30
R-squared (against Standard Index)
52
33.68
Standard Deviation
4.61
3.31
Sharpe Ratio
0.78
N/A
Treynor Ratio
4.52
N/A
5 Years
Statistic
THICX
Category
Alpha (against Standard Index)
-0.27
-0.52
Beta (against Standard Index)
0.77
0.38
Mean Annual Return
4.62
0.28
R-squared (against Standard Index)
54
36.19
Standard Deviation
3.72
2.73
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.11
N/A
10 Years
Statistic
THICX
Category
Alpha (against Standard Index)
-0.50
-0.19
Beta (against Standard Index)
0.84
0.43
Mean Annual Return
5.33
0.35
R-squared (against Standard Index)
72
45.24
Standard Deviation
3.69
2.61
Sharpe Ratio
0.64
N/A
Treynor Ratio
2.87
N/A
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