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Thrivent Diversified Income Plus I (THYFX)
On
Nov 30
:
5.74
0.02
(0.35%)
MORE ON THYFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
14.19%
Worst 1 Yr Total Return
(2008)
:
-23.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
THYFX
Category
Alpha (against Standard Index)
-0.34
-0.86
Beta (against Standard Index)
0.91
0.74
Mean Annual Return
0.23
0.06
R-squared (against Standard Index)
80
86.33
Standard Deviation
13.29
10.51
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.41
N/A
5 Years
Statistic
THYFX
Category
Alpha (against Standard Index)
-1.16
-1.44
Beta (against Standard Index)
0.86
0.71
Mean Annual Return
3.17
0.26
R-squared (against Standard Index)
76
84.96
Standard Deviation
10.55
8.32
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.17
N/A
10 Years
Statistic
THYFX
Category
Alpha (against Standard Index)
0.32
-1.02
Beta (against Standard Index)
0.74
0.71
Mean Annual Return
4.53
0.29
R-squared (against Standard Index)
59
78.75
Standard Deviation
9.46
8.01
Sharpe Ratio
0.21
N/A
Treynor Ratio
2.11
N/A
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