Thornburg Value Fund

Scorecard
1 / 5 Stars
Lipper
1 1 2 1 5
Zacks Investment Research
3 (Hold)
Standard & Poor's
2 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.93
Mean 0.67
Sharpe Ratio 0.44
Bear Market Decile Rank 96

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI World NR USD
R-Squared 86.6 90.03
Beta 1.34 1.21
Alpha -11.03 -4.52

See Also:

Top Thornburg Funds