Much of this is going to depend on what parameters or limits are placed on your development of the thesis statement.  I would say that a strong thesis statement that can be developed is how the themes from the work can be applied to the modern setting.  One of the strongest elements of Anne Frank's diary is that it is not something limited to the Holocaust.  While the time period of the Holocaust is a unique moment in time, the themes that come out of the work can be applied to any time that follows.  Consider the intellectual and emotional change that Anne undergoes throughout the diary as part of this.  While the world in which Anne lives is being fundamentally changed from something that was known into a new form that is far from being known or grasped, Anne is able to articulate her perceptions about these changes in a manner that is thought provoking and enables a transformative spirit to emerge.  Writing about how Anne is able to articulate a position that stresses innocence and optimism, as well as a basic hope in what it means to be human in a time period that represented the antithesis of these values is something that can be a good thesis statement.  While an indecent time enveloped her, Anne never gave up the sense of human decency that animated her.  Writing about the balance between external despair and internal optimism as part of Anne's character as revealed in her diary might be a very compelling thesis statement.