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Thornburg Investment Income Builder C (TIBCX)
On
Dec 23
:
17.74
0.06
(0.34%)
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Research Reports
Risk
As of 30-Nov-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)
:
23.64%
Worst 1 Yr Total Return
(2008)
:
-35.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TIBCX
Category
Alpha (against Standard Index)
1.47
-0.66
Beta (against Standard Index)
1.29
1.11
Mean Annual Return
1.63
0.10
R-squared (against Standard Index)
90
86.52
Standard Deviation
18.03
15.80
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.49
N/A
5 Years
Statistic
TIBCX
Category
Alpha (against Standard Index)
2.31
0.55
Beta (against Standard Index)
1.29
1.12
Mean Annual Return
7.43
0.51
R-squared (against Standard Index)
89
86.03
Standard Deviation
14.75
13.17
Sharpe Ratio
0.36
N/A
Treynor Ratio
3.44
N/A
10 Years
Statistic
TIBCX
Category
Alpha (against Standard Index)
N/A
1.09
Beta (against Standard Index)
N/A
1.07
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
79.45
Standard Deviation
N/A
12.02
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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