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Thrivent Moderately Agrsv Allocation I (TMAFX)
On
Jan 6
:
9.98
0.03
(0.30%)
MORE ON TMAFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.86%
Worst 1 Yr Total Return
(2008)
:
-33.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMAFX
Category
Alpha (against Standard Index)
-3.22
-2.96
Beta (against Standard Index)
1.35
1.07
Mean Annual Return
-3.09
-0.09
R-squared (against Standard Index)
96
93.10
Standard Deviation
18.24
14.78
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-3.98
N/A
5 Years
Statistic
TMAFX
Category
Alpha (against Standard Index)
N/A
-2.53
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.24
R-squared (against Standard Index)
N/A
92.17
Standard Deviation
N/A
11.94
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TMAFX
Category
Alpha (against Standard Index)
N/A
-2.27
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
86.88
Standard Deviation
N/A
11.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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