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 TSX Down0.72% TSX Ventures 0.00%

Thornburg Global Opportunities A (THOAX)

18.87 Down 0.17(0.89%) May 22


Risk as of 2013-02-27Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(2009-12-30):45.98%
Worst 1 Yr Total Return(2008-12-30):-48.17%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTHOAXCategory
Alpha (against Standard Index)3.872.32
Beta (against Standard Index)0.930.83
Mean Annual Return0.980.82
R-squared (against Standard Index)83.2387.10
Standard Deviation19.9717.28
Sharpe Ratio0.590.59
Treynor Ratio11.0011.47
5 Years
StatisticTHOAXCategory
Alpha (against Standard Index)3.462.89
Beta (against Standard Index)1.020.88
Mean Annual Return0.410.38
R-squared (against Standard Index)89.7789.49
Standard Deviation25.1121.60
Sharpe Ratio0.180.20
Treynor Ratio1.421.95
10 Years
StatisticTHOAXCategory
Alpha (against Standard Index)N/A0.86
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.87
R-squared (against Standard Index)N/A87.31
Standard DeviationN/A17.27
Sharpe RatioN/A0.51
Treynor RatioN/A8.61