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Monday, December 21, 2009, 11:03PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
Legg Mason WA Adj Rate Income B (ARMBX)On Dec 21: 8.13  Down 0.01 (0.12%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):3.65%
Worst 1 Yr Total Return (2008):-17.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticARMBXCategory
Alpha (against Standard Index)-4.24-1.68
Beta (against Standard Index)0.080.05
Mean Annual Return-1.840.07
R-squared (against Standard Index)08.12
Standard Deviation6.323.09
Sharpe Ratio-0.62N/A
Treynor Ratio-50.09N/A
5 Years
StatisticARMBXCategory
Alpha (against Standard Index)-3.05-1.28
Beta (against Standard Index)0.060.07
Mean Annual Return-0.070.15
R-squared (against Standard Index)09.80
Standard Deviation4.912.39
Sharpe Ratio-0.59N/A
Treynor Ratio-50.20N/A
10 Years
StatisticARMBXCategory
Alpha (against Standard Index)-1.70-0.23
Beta (against Standard Index)0.120.11
Mean Annual Return1.550.25
R-squared (against Standard Index)212.25
Standard Deviation3.561.84
Sharpe Ratio-0.36N/A
Treynor Ratio-11.50N/A

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