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Issuer
Thornburg
Inception Date
Mar 1, 2019
Index Tracked
MSCI AC World NR USD
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

TSUMX Performance Chart

Thornburg Summit Fund Class I (TSUMX) is up 10.2% since the beginning of the year. TSUMX is currently trading at $16 per share. Investors who bought $1,000 worth of TSUMX shares 5 years ago would now be looking at an investment worth $1,544.


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S&P 500 Index

Returns By Period

Thornburg Summit Fund Class I (TSUMX) has returned 10.19% so far this year and 25.89% over the past 12 months.


Thornburg Summit Fund Class I

1D
0.57%
1M
2.71%
YTD
10.19%
6M
11.87%
1Y
25.89%
3Y*
16.14%
5Y*
9.08%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSUMX Monthly Returns History

Based on dividend-adjusted daily data since Mar 12, 2019, TSUMX's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +7.8%, while the worst month was Mar 2020 at -6.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TSUMX closed higher 52% of trading days. The best single day was Nov 18, 2021 with a return of +17.2%, while the worst single day was Nov 19, 2021 at -14.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.13%2.11%-4.39%5.32%2.33%0.57%10.19%
20252.88%0.00%-2.18%0.54%3.70%3.72%1.73%2.98%1.81%1.77%0.68%1.32%20.51%
20241.16%1.63%2.50%-2.13%2.98%2.37%0.85%1.68%1.79%-2.15%1.64%-1.28%11.42%
20235.09%-2.68%1.69%1.40%-0.86%2.35%1.98%-1.35%-3.15%-2.04%6.05%3.70%12.31%
2022-1.76%-1.46%0.29%-4.63%1.13%-6.17%4.05%-2.12%-6.24%2.72%6.52%-1.71%-9.79%
2021-1.00%6.90%-0.43%3.62%1.36%0.63%0.56%1.67%-2.53%2.67%-2.00%2.66%14.63%

Benchmark Metrics

Thornburg Summit Fund Class I has an annualized alpha of 5.54%, beta of 0.49, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since March 13, 2019.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (60.77%) than losses (55.14%) - typical of diversified or defensive assets.
  • Beta of 0.49 may look defensive, but with R2 of 0.49 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.49 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.54%
Beta
0.49
0.49
Upside Capture
60.77%
Downside Capture
55.14%

Expense Ratio

TSUMX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TSUMX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


TSUMX Risk / Return Rank: 9191
Overall Rank
TSUMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TSUMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
TSUMX Omega Ratio Rank: 9090
Omega Ratio Rank
TSUMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
TSUMX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Thornburg Summit Fund Class I (TSUMX) and compare them to S&P 500 Index.


TSUMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.40

2.39

+1.01

Sortino ratio

Return per unit of downside risk

4.79

3.25

+1.54

Omega ratio

Gain probability vs. loss probability

1.64

1.43

+0.21

Calmar ratio

Return relative to maximum drawdown

4.26

3.11

+1.14

Martin ratio

Return relative to average drawdown

18.18

14.38

+3.80

Dividends

Dividend History

Thornburg Summit Fund Class I provided a 6.19% dividend yield over the last twelve months, with an annual payout of $0.98 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.98$0.90$0.62$0.25$0.29$2.41$0.67$0.19

Dividend yield

6.19%6.22%4.86%2.03%2.61%19.21%5.11%1.77%

Monthly Dividends

The table displays the monthly dividend distributions for Thornburg Summit Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.12$0.00$0.00$0.00$0.12
2025$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.55$0.13$0.90
2024$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.29$0.07$0.62
2023$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.03$0.00$0.00$0.06$0.25
2022$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.29
2021$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.17$0.03$2.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Thornburg Summit Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Thornburg Summit Fund Class I was 28.87%, occurring on Oct 14, 2022. Recovery took 584 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-28.87%Oct 2022
10mo 29d2y 4mo
3y 2moNov 2021 - Feb 2025
COVID crash2020
-17.85%Mar 2020
2mo 2d2mo 4d
4mo 6dJan 2020 - May 2020
2025 selloff2025
-10.37%Apr 2025
1mo 23d1mo 8d
3mo 1dFeb 2025 - May 2025
2026 pullback2026
-6.27%Mar 2026
28d19d
1mo 17dFeb 2026 - Apr 2026
2021 pullback2021
-4.57%Mar 2021
19d1mo 16d
2mo 5dFeb 2021 - Apr 2021

Drawdown Indicators


TSUMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.87%

-56.78%

+27.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-9.10%

+2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-10.37%

-18.90%

+8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-28.87%

-25.43%

-3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.62%

-10.72%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.97%

-0.51%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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