Thornburg International Growth Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.75
Mean 1.03
Sharpe Ratio 0.84
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 75.41
Beta 0.77
Alpha 7.01

See Also:

Top Thornburg Funds