Thornburg Value Fund

Scorecard
2 / 5 Stars
Lipper
1 1 2 2 5
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.84
Mean 0.99
Sharpe Ratio 0.66
Bear Market Decile Rank 96

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI World NR USD
R-Squared 87.48 92.48
Beta 1.36 1.25
Alpha -10.09 -3.22