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Thornburg Limited-Term Income R3 (THIRX)
On
Dec 3
:
12.97
0.02
(0.15%)
MORE ON THIRX
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Risk
As of 31-Oct-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)
:
5.98%
Worst 1 Yr Total Return
(2008)
:
-3.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THIRX
Category
Alpha (against Standard Index)
0.43
-0.26
Beta (against Standard Index)
0.82
0.38
Mean Annual Return
6.02
0.30
R-squared (against Standard Index)
51
32.40
Standard Deviation
4.58
3.42
Sharpe Ratio
0.76
N/A
Treynor Ratio
4.42
N/A
5 Years
Statistic
THIRX
Category
Alpha (against Standard Index)
-0.13
-0.58
Beta (against Standard Index)
0.77
0.40
Mean Annual Return
4.42
0.27
R-squared (against Standard Index)
54
36.30
Standard Deviation
3.73
2.80
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
THIRX
Category
Alpha (against Standard Index)
-0.27
-0.21
Beta (against Standard Index)
0.83
0.44
Mean Annual Return
5.44
0.35
R-squared (against Standard Index)
72
45.80
Standard Deviation
3.67
2.67
Sharpe Ratio
0.66
N/A
Treynor Ratio
2.98
N/A
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