Thornburg International Growth Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.9
Mean 1.18
Sharpe Ratio 0.95
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 77.27
Beta 0.78
Alpha 9.89

See Also:

Top Thornburg Funds