THRIVENT MODERATE Kurtosis
| THMAX Fund | | | USD 17.28 0.19 1.11% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is THRIVENT MODERATE's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
THRIVENT MODERATE registers a Kurtosis of 0.5313, reflecting thin tails relative to a normal distribution. THRIVENT MODERATE's returns cluster closer to the mean with fewer extreme moves than a normal distribution.
Kurtosis Peers Comparison
THRIVENT MODERATE's Kurtosis of 0.5313 falls below the 0.81 peer average. Values range from 0.138 (Thrivent Government Bond) to 2.06 (Thrivent Opportunity Income), with wide dispersion across the group.
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for Thrivent Moderate and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
THRIVENT MODERATE's Maximum Drawdown of
2.69 runs about
5.07 times its Kurtosis of
0.53 . This indicates Maximum Drawdown substantially exceeds Kurtosis for THRIVENT MODERATE.
Methodology, Assumptions & Data Sources
The current Kurtosis for THRIVENT MODERATE is 0.5313. The Kurtosis for THRIVENT MODERATE applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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