Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THGBX (THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS B) | NA | -1.69% | -1.03% | 4.76% | 1.57% | 6.29% | NA | 4.64% |
Data as of 12/21/2016, AR inception is 03/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THGBX (THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS B) | 03/31/2000 | 12/21/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.69 | -1.03 | 4.76 | 1.57 | 6.29 | NA | 4.64 | -3.22 | -11.80 | -15.34 | 13.83 | 13.83 | -14.45 | 12.49 | 29.91 | -42.67 | 15.75 | 21.08 | 14.53 | 16.72 | 38.77 | -11.18 | -11.98 | -12.37 |
| Sharpe Ratio | NA | -2.47 | -1.91 | -1.45 | -1.14 | NA | NA | -1.11 | -2.64 | -1.38 | -2.35 | -0.41 | -0.36 | -1.42 | -0.37 | 0.48 | -1.82 | -0.36 | -0.10 | -0.81 | -0.24 | 1.59 | -2.20 | -2.20 | -2.42 |
| Standard Deviation(%) | NA | 14.48 | 17.27 | 15.53 | 20.14 | NA | NA | 17.63 | 14.56 | 21.91 | 14.41 | 11.58 | 13.26 | 23.27 | 16.41 | 23.41 | 34.15 | 17.71 | 12.24 | 8.06 | 11.77 | 12.28 | 14.05 | 15.36 | 16.28 |
| Draw Down(%) | NA | 14.52 | 35.55 | 35.55 | 60.76 | NA | NA | 60.76 | 13.69 | 27.39 | 17.16 | 11.69 | 14.61 | 27.44 | 14.20 | 24.02 | 50.06 | 15.70 | 14.76 | 6.05 | 11.45 | 15.30 | 25.88 | 28.32 | 14.65 |
| Yield(%) | 0.00 | 0.12 | 8.03 | 6.42 | 3.94 | 6.02 | 3.82 | 4.78 | 0.12 | 17.27 | 8.97 | 0.40 | 0.54 | 0.53 | 0.46 | 0.40 | 0.48 | 10.79 | 3.15 | 4.25 | 0.00 | 0.00 | 0.00 | 0.64 | 7.34 |
Data as of 12/21/2016, AR inception is 03/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THGBX (THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS B) |
-10.35%
Feb 2006 - Feb 2009 |
-5.26%
Oct 2007 - Oct 2012 |
1.81%
Nov 2006 - Nov 2016 |
4.82%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THGBX (THORNBURG INTERNATIONAL VALUE FUND THORNBURG INTERNATIONAL VALUE FUND - CLASS B) |
32.66%
Mar 2003 - Mar 2006 |
26.29%
Oct 2002 - Oct 2007 |
11.14%
Mar 2003 - Mar 2013 |
6.96%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart