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Legg Mason WA Adj Rate Income B (ARMBX)
On
Dec 21
:
8.13
0.01
(0.12%)
MORE ON ARMBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
ARMBX
Category
Alpha (against Standard Index)
-4.24
-1.68
Beta (against Standard Index)
0.08
0.05
Mean Annual Return
-1.84
0.07
R-squared (against Standard Index)
0
8.12
Standard Deviation
6.32
3.09
Sharpe Ratio
-0.62
N/A
Treynor Ratio
-50.09
N/A
5 Years
Statistic
ARMBX
Category
Alpha (against Standard Index)
-3.05
-1.28
Beta (against Standard Index)
0.06
0.07
Mean Annual Return
-0.07
0.15
R-squared (against Standard Index)
0
9.80
Standard Deviation
4.91
2.39
Sharpe Ratio
-0.59
N/A
Treynor Ratio
-50.20
N/A
10 Years
Statistic
ARMBX
Category
Alpha (against Standard Index)
-1.70
-0.23
Beta (against Standard Index)
0.12
0.11
Mean Annual Return
1.55
0.25
R-squared (against Standard Index)
2
12.25
Standard Deviation
3.56
1.84
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-11.50
N/A
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