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Thrivent Mid Cap Stock I (TMSIX)
On
Dec 7
:
12.42
0.01
(0.08%)
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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
(2004)
:
17.28%
Worst 1 Yr Total Return
(2008)
:
-40.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMSIX
Category
Alpha (against Standard Index)
2.00
2.78
Beta (against Standard Index)
1.06
1.14
Mean Annual Return
-5.95
-0.31
R-squared (against Standard Index)
91
88.48
Standard Deviation
21.61
23.83
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.90
N/A
5 Years
Statistic
TMSIX
Category
Alpha (against Standard Index)
3.41
2.11
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
3.26
0.29
R-squared (against Standard Index)
89
86.78
Standard Deviation
18.32
20.06
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.22
N/A
10 Years
Statistic
TMSIX
Category
Alpha (against Standard Index)
6.05
6.25
Beta (against Standard Index)
1.00
1.05
Mean Annual Return
4.76
0.54
R-squared (against Standard Index)
74
72.80
Standard Deviation
18.68
19.97
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.79
N/A
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