Thornburg International Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.59
Mean 1.27
Sharpe Ratio 1.04
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 80.57
Beta 0.78
Alpha 11.15

See Also:

Top Thornburg Funds