Thornburg Intermediate Municipal Fund Market Value
| THMCX Fund | USD 13.30 0.01 0.08% |
| Symbol | Thornburg |
Thornburg Intermediate 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Thornburg Intermediate's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Thornburg Intermediate.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Thornburg Intermediate on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Thornburg Intermediate Municipal or generate 0.0% return on investment in Thornburg Intermediate over 90 days. Thornburg Intermediate is related to or competes with Fidelity Series, Pace International, Sa Emerging, Goldman Sachs, Shelton Emerging, and Prudential Emerging. The investment seeks to obtain as high a level of current income exempt from federal individual income tax as is consist... More
Thornburg Intermediate Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Thornburg Intermediate's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Thornburg Intermediate Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1278 | |||
| Information Ratio | (0.76) | |||
| Maximum Drawdown | 0.5284 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.2257 |
Thornburg Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thornburg Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thornburg Intermediate's standard deviation. In reality, there are many statistical measures that can use Thornburg Intermediate historical prices to predict the future Thornburg Intermediate's volatility.| Risk Adjusted Performance | 0.0197 | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.53) | |||
| Treynor Ratio | 0.0806 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Thornburg Intermediate's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Thornburg Intermediate January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0197 | |||
| Market Risk Adjusted Performance | 0.0906 | |||
| Mean Deviation | 0.0505 | |||
| Downside Deviation | 0.1278 | |||
| Coefficient Of Variation | 788.98 | |||
| Standard Deviation | 0.0881 | |||
| Variance | 0.0078 | |||
| Information Ratio | (0.76) | |||
| Jensen Alpha | 2.0E-4 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.53) | |||
| Treynor Ratio | 0.0806 | |||
| Maximum Drawdown | 0.5284 | |||
| Value At Risk | (0.08) | |||
| Potential Upside | 0.2257 | |||
| Downside Variance | 0.0163 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 1.22 | |||
| Kurtosis | 4.21 |
Thornburg Intermediate Backtested Returns
At this stage we consider Thornburg Mutual Fund to be very steady. Thornburg Intermediate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Thornburg Intermediate Municipal, which you can use to evaluate the volatility of the fund. Please validate Thornburg Intermediate's Risk Adjusted Performance of 0.0197, standard deviation of 0.0881, and Downside Deviation of 0.1278 to confirm if the risk estimate we provide is consistent with the expected return of 0.0112%. The entity has a beta of 0.0145, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Thornburg Intermediate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Thornburg Intermediate is expected to be smaller as well.
Auto-correlation | 0.24 |
Weak predictability
Thornburg Intermediate Municipal has weak predictability. Overlapping area represents the amount of predictability between Thornburg Intermediate time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Thornburg Intermediate price movement. The serial correlation of 0.24 indicates that over 24.0% of current Thornburg Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Thornburg Mutual Fund
Thornburg Intermediate financial ratios help investors to determine whether Thornburg Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Thornburg with respect to the benefits of owning Thornburg Intermediate security.
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