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Legg Mason WA Core Plus Bond R (LMPCX)
On
Dec 21
:
12.12
0.06
(0.49%)
MORE ON LMPCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.98%
Worst 1 Yr Total Return
(2008)
:
-7.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMPCX
Category
Alpha (against Standard Index)
-3.29
-1.73
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
3.49
0.39
R-squared (against Standard Index)
61
59.65
Standard Deviation
5.95
5.93
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.06
N/A
5 Years
Statistic
LMPCX
Category
Alpha (against Standard Index)
-2.24
-1.13
Beta (against Standard Index)
1.10
0.98
Mean Annual Return
3.35
0.35
R-squared (against Standard Index)
65
61.85
Standard Deviation
4.91
4.90
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
LMPCX
Category
Alpha (against Standard Index)
-1.61
-0.67
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
4.32
0.46
R-squared (against Standard Index)
66
70.95
Standard Deviation
4.08
4.48
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.58
N/A
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