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Thursday, January 7, 2010, 7:29PM ET - U.S. Markets Closed.
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Thrivent Large Cap Growth I (THLCX)
On
Jan 7
:
5.08
0.02
(0.40%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
16.34%
Worst 1 Yr Total Return
(2008)
:
-42.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THLCX
Category
Alpha (against Standard Index)
2.64
2.20
Beta (against Standard Index)
1.00
0.99
Mean Annual Return
-3.46
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
20.87
21.04
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.73
N/A
5 Years
Statistic
THLCX
Category
Alpha (against Standard Index)
0.91
0.80
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.43
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
17.16
17.50
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.54
N/A
10 Years
Statistic
THLCX
Category
Alpha (against Standard Index)
-1.42
-0.13
Beta (against Standard Index)
1.11
1.04
Mean Annual Return
-2.69
0.05
R-squared (against Standard Index)
89
78.99
Standard Deviation
19.00
19.17
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.08
N/A
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