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Thrivent Large Cap Value I (TLVIX)
On
Dec 24
:
12.57
0.05
(0.40%)
MORE ON TLVIX
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Research Reports
Risk
As of 30-Nov-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)
:
19.23%
Worst 1 Yr Total Return
(2008)
:
-34.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TLVIX
Category
Alpha (against Standard Index)
-0.17
-1.37
Beta (against Standard Index)
0.99
1.02
Mean Annual Return
-5.87
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
19.91
20.79
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.25
N/A
5 Years
Statistic
TLVIX
Category
Alpha (against Standard Index)
0.73
-0.29
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.49
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
16.00
16.81
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.54
N/A
10 Years
Statistic
TLVIX
Category
Alpha (against Standard Index)
1.51
2.74
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
1.39
0.31
R-squared (against Standard Index)
92
81.33
Standard Deviation
14.96
15.97
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.74
N/A
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