Thornburg Developing World Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 19.6
Mean 0.81
Sharpe Ratio 0.49
Bear Market Decile Rank 36

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 84.98
Beta 1.07
Alpha 4.06

See Also:

Top Thornburg Funds