Thornburg Value Risk Adjusted Performance

TVRFX Fund  USD 84.50  0.72  0.84%   
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Thornburg Value Fund has current Risk Adjusted Performance of 0.131.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.131
ER[a] = Expected return on investing in Thornburg Value
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Thornburg Value Risk Adjusted Performance Peers Comparison

Thornburg Risk Adjusted Performance Relative To Other Indicators

Thornburg Value Fund is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  46.85  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Thornburg Value Fund is roughly  46.85 
Compare Thornburg Value to Peers

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