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

10,718.00 Down 37.00(0.34%) Feb 8

Risk as of Dec 30, 2015Get 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
Alpha (against Standard Index)-0.71-1.16
Beta (against Standard Index)1.360.96
Mean Annual Return0.270.15
R-squared (against Standard Index)43.8066.19
Standard Deviation5.563.53
Sharpe Ratio0.490.42
Treynor Ratio1.951.15
5 Years
Alpha (against Standard Index)N/A-0.15
Beta (against Standard Index)N/A0.90
Mean Annual ReturnN/A0.30
R-squared (against Standard Index)N/A52.72
Standard DeviationN/A4.12
Sharpe RatioN/A0.90
Treynor RatioN/A3.44
10 Years
Alpha (against Standard Index)N/A-0.97
Beta (against Standard Index)N/A1.15
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A62.61
Standard DeviationN/A4.06
Sharpe RatioN/A0.50
Treynor RatioN/A1.80