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Thornburg NM Intermediate Municipal I (THNIX)On Nov 30: 13.48   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:1
Number of Years Down:0
Best 1 Yr Total Return (2008):0.78%
Worst 1 Yr Total Return (2008):0.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTHNIXCategory
Alpha (against Standard Index)0.58-0.71
Beta (against Standard Index)0.750.89
Mean Annual Return4.360.28
R-squared (against Standard Index)9591.15
Standard Deviation4.565.60
Sharpe Ratio0.42N/A
Treynor Ratio2.61N/A
5 Years
StatisticTHNIXCategory
Alpha (against Standard Index)-0.27-0.94
Beta (against Standard Index)0.760.88
Mean Annual Return3.620.26
R-squared (against Standard Index)9490.92
Standard Deviation3.784.56
Sharpe Ratio0.17N/A
Treynor Ratio0.79N/A
10 Years
StatisticTHNIXCategory
Alpha (against Standard Index)-0.51-0.89
Beta (against Standard Index)0.700.91
Mean Annual Return4.340.37
R-squared (against Standard Index)9391.76
Standard Deviation3.354.42
Sharpe Ratio0.40N/A
Treynor Ratio1.95N/A

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