Alpha and Beta Analysis
|
|
|
 | (alpha) | = | (0.06) |  | (beta) | = | 1.38 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.1704 | Jensen Alpha (0.05) | Total Risk Alpha (0.07) | Sortino Ratio 0.0237 | Treynor Ratio 0.1679 |
Thornburg Fundamentals
| Thornburg Market Performance
84% of all equities and portfolios perform better than Thornburg Core Growth R3. Compared with the overall equity markets, risk-adjusted returns on investments in Thornburg Core Growth R3 are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days. |
Thornburg Return and Market MediaThe median price of Thornburg for the period between Tue, Apr 23, 2013 and Thu, May 23, 2013 is 21.58 with a coefficient of variation of 2.4. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 21.54, and mean deviation of 0.43. The Fund did not receive any noticable media coverage during the period.
|
| Frequently Asked Questions Quick Product Tour Product Technology Overview Solution Methodology Plans and Pricing |
|
World Market Correlations Instant Equity Comparator Watchlist Analysis Position Suggestions Equity Alpha Analysis |
|
About Macroaxis Contact Us Product Terms Of Use Service Privacy Policy Advertising Opportunities |
-0.83%
Equity Search
Advanced Search
Market Screener
Adviser Directory
Suggest Portfolio
Backtest Watchlist
Analyze Correlations
View Transactions
Check Volatility
Import Equities
Advice
