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Thornburg Global Opportunities I (THOIX)
On
Dec 4
:
13.17
0.11
(0.84%)
MORE ON THOIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
32.52%
Worst 1 Yr Total Return
(2008)
:
-47.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THOIX
Category
Alpha (against Standard Index)
7.79
-0.56
Beta (against Standard Index)
1.10
0.91
Mean Annual Return
1.13
-0.21
R-squared (against Standard Index)
93
90.41
Standard Deviation
27.23
22.89
Sharpe Ratio
0.09
N/A
Treynor Ratio
-1.17
N/A
5 Years
Statistic
THOIX
Category
Alpha (against Standard Index)
N/A
-1.40
Beta (against Standard Index)
N/A
0.90
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
89.02
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
THOIX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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