Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LTUBX (THORNBURG LIMITED TERM U.S. GOVERNMENT FUND THORNBURG LIMITED TERM U.S. GOVERNMENT FUND – CLASS B) | NA | -15.76% | -5.60% | -3.83% | -0.25% | NA | NA | … | … |
Data as of 12/21/2016, Common starting date is 11/27/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LTUBX (THORNBURG LIMITED TERM U.S. GOVERNMENT FUND THORNBURG LIMITED TERM U.S. GOVERNMENT FUND – CLASS B) | 11/27/2002 | 12/21/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -16.45 | -15.76 | -5.60 | -3.83 | -0.25 | NA | NA | … | … | -15.60 | -0.90 | 0.77 | -3.23 | 0.62 | 2.47 | 2.16 | 2.38 | 5.40 | 5.39 | 1.78 | -0.44 | -0.42 | 0.70 | 22.55 |
| Sharpe Ratio | NA | -0.72 | -0.39 | -0.30 | -0.06 | NA | NA | … | … | -0.89 | -0.53 | 0.47 | -1.82 | 0.46 | 1.29 | 0.91 | 0.67 | 0.98 | 0.82 | -0.90 | -1.54 | -0.48 | 0.00 | 14.89 |
| Standard Deviation(%) | NA | 22.06 | 14.48 | 12.93 | 10.98 | NA | NA | … | … | 18.23 | 1.76 | 1.62 | 1.79 | 1.24 | 1.89 | 2.27 | 3.41 | 4.52 | 2.88 | 1.69 | 1.70 | 2.86 | 3.77 | 62.20 |
| Draw Down(%) | NA | 16.99 | 17.05 | 18.74 | 18.74 | NA | NA | … | … | 16.99 | 1.91 | 1.00 | 3.69 | 0.93 | 1.03 | 2.34 | 1.81 | 2.92 | 1.56 | 1.12 | 1.62 | 3.99 | 4.53 | 0.30 |
| Yield(%) | 0.00 | 0.14 | 0.32 | 0.55 | 1.28 | 1.23 | 0.92 | … | … | 0.10 | 0.23 | 0.62 | 0.50 | 1.20 | 1.51 | 1.65 | 2.38 | 1.82 | 2.03 | 1.45 | 1.11 | 1.20 | 1.68 | 0.58 |
Data as of 12/21/2016, Common starting date is 11/27/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTUBX (THORNBURG LIMITED TERM U.S. GOVERNMENT FUND THORNBURG LIMITED TERM U.S. GOVERNMENT FUND – CLASS B) |
-1.13%
Dec 2012 – Dec 2015 |
-0.39%
Aug 2011 – Aug 2016 |
1.47%
Mar 2004 – Mar 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LTUBX (THORNBURG LIMITED TERM U.S. GOVERNMENT FUND THORNBURG LIMITED TERM U.S. GOVERNMENT FUND – CLASS B) |
5.10%
Jun 2007 – Jun 2010 |
3.88%
May 2006 – May 2011 |
1.98%
Dec 2002 – Dec 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart