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Thompson Plumb Bond (THOPX)
On
Dec 4
:
11.10
0.03
(0.27%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
5.71%
Worst 1 Yr Total Return
(2008)
:
-2.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THOPX
Category
Alpha (against Standard Index)
3.48
-0.26
Beta (against Standard Index)
0.79
0.38
Mean Annual Return
8.77
0.30
R-squared (against Standard Index)
10
32.40
Standard Deviation
10.13
3.42
Sharpe Ratio
0.64
N/A
Treynor Ratio
8.00
N/A
5 Years
Statistic
THOPX
Category
Alpha (against Standard Index)
1.99
-0.58
Beta (against Standard Index)
0.72
0.40
Mean Annual Return
6.29
0.27
R-squared (against Standard Index)
10
36.30
Standard Deviation
7.93
2.80
Sharpe Ratio
0.43
N/A
Treynor Ratio
4.54
N/A
10 Years
Statistic
THOPX
Category
Alpha (against Standard Index)
1.53
-0.21
Beta (against Standard Index)
0.66
0.44
Mean Annual Return
6.63
0.35
R-squared (against Standard Index)
15
45.80
Standard Deviation
6.26
2.67
Sharpe Ratio
0.58
N/A
Treynor Ratio
5.52
N/A
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