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Legg Mason BW Glb Fxd Inc Prm IncS Hg£AH (IE00B23Z9756.IR)

10,820.00 Up 9.00(0.08%) Jan 19

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2014):12.94%
Worst 1 Yr Total Return(Dec 30, 2015):-3.83%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIE00B23Z9756.IRCategory
Alpha (against Standard Index)-1.890.08
Beta (against Standard Index)1.360.82
Mean Annual Return0.240.30
R-squared (against Standard Index)44.5962.45
Standard Deviation5.643.72
Sharpe Ratio0.420.94
Treynor Ratio1.642.94
5 Years
StatisticIE00B23Z9756.IRCategory
Alpha (against Standard Index)N/A0.72
Beta (against Standard Index)N/A0.80
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A60.03
Standard DeviationN/A3.79
Sharpe RatioN/A0.94
Treynor RatioN/A10.96
10 Years
StatisticIE00B23Z9756.IRCategory
Alpha (against Standard Index)N/A-0.52
Beta (against Standard Index)N/A1.26
Mean Annual ReturnN/A0.42
R-squared (against Standard Index)N/A62.43
Standard DeviationN/A4.63
Sharpe RatioN/A0.72
Treynor RatioN/A2.67