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Thrivent Partner International Stock I (TISFX)
On
Dec 4
:
9.63
0.01
(0.10%)
MORE ON TISFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.70%
Worst 1 Yr Total Return
(2008)
:
-41.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TISFX
Category
Alpha (against Standard Index)
-1.86
-0.52
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-6.80
-0.25
R-squared (against Standard Index)
96
96.20
Standard Deviation
23.71
24.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.49
N/A
5 Years
Statistic
TISFX
Category
Alpha (against Standard Index)
-1.65
-0.43
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
3.30
0.55
R-squared (against Standard Index)
96
95.85
Standard Deviation
19.73
20.52
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.29
N/A
10 Years
Statistic
TISFX
Category
Alpha (against Standard Index)
-1.54
-0.03
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
0.33
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
18.91
19.09
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.57
N/A
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