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 STI Down0.09%

Thrivent Small Cap Stock A (AASMX)

17.09 Up 0.18(1.06%) 18 May


Risk as of Feb 28, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up12
Number of Years Down4
Best 1 Yr Total Return(Dec 31, 2003):40.18%
Worst 1Yr Total Return(Dec 31, 2008):-38.12%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAASMXCategory
Alpha (against Standard Index)-4.72-3.96
Beta (against Standard Index)1.291.25
Mean Annual Return1.091.04
R-squared (against Standard Index)89.6389.43
Standard Deviation20.7519.86
Sharpe Ratio0.630.63
Treynor Ratio8.948.97
5 Years
StatisticAASMXCategory
Alpha (against Standard Index)-2.141.26
Beta (against Standard Index)1.131.22
Mean Annual Return0.440.80
R-squared (against Standard Index)88.8487.74
Standard Deviation22.7124.49
Sharpe Ratio0.220.38
Treynor Ratio2.195.45
10 Years
StatisticAASMXCategory
Alpha (against Standard Index)0.011.48
Beta (against Standard Index)1.161.22
Mean Annual Return0.850.98
R-squared (against Standard Index)85.5283.09
Standard Deviation18.6019.53
Sharpe Ratio0.460.52
Treynor Ratio6.137.10