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Thornburg Investment Income Builder A (TIBAX)
On
Nov 27
:
17.59
0.23
(1.29%)
MORE ON TIBAX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
24.31%
Worst 1 Yr Total Return
(2008)
:
-34.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TIBAX
Category
Alpha (against Standard Index)
2.96
-0.32
Beta (against Standard Index)
1.31
1.12
Mean Annual Return
2.38
0.08
R-squared (against Standard Index)
91
86.73
Standard Deviation
18.08
15.87
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.03
N/A
5 Years
Statistic
TIBAX
Category
Alpha (against Standard Index)
3.43
0.84
Beta (against Standard Index)
1.31
1.15
Mean Annual Return
8.44
0.53
R-squared (against Standard Index)
90
86.42
Standard Deviation
14.84
13.37
Sharpe Ratio
0.42
N/A
Treynor Ratio
4.13
N/A
10 Years
Statistic
TIBAX
Category
Alpha (against Standard Index)
N/A
1.26
Beta (against Standard Index)
N/A
1.08
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
78.57
Standard Deviation
N/A
12.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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