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Legg Mason WA Core Bond R (LMPTX)
On
Dec 18
:
11.03
0.02
(0.18%)
MORE ON LMPTX
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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)
:
3.45%
Worst 1 Yr Total Return
(2008)
:
-9.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMPTX
Category
Alpha (against Standard Index)
-4.29
-1.73
Beta (against Standard Index)
1.20
1.02
Mean Annual Return
2.63
0.39
R-squared (against Standard Index)
56
59.65
Standard Deviation
6.49
5.93
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.30
N/A
5 Years
Statistic
LMPTX
Category
Alpha (against Standard Index)
-1.71
-1.13
Beta (against Standard Index)
1.12
0.98
Mean Annual Return
3.94
0.35
R-squared (against Standard Index)
57
61.85
Standard Deviation
5.43
4.90
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.85
N/A
10 Years
Statistic
LMPTX
Category
Alpha (against Standard Index)
-0.55
-0.67
Beta (against Standard Index)
1.06
0.96
Mean Annual Return
6.00
0.46
R-squared (against Standard Index)
58
70.95
Standard Deviation
5.26
4.48
Sharpe Ratio
0.59
N/A
Treynor Ratio
2.91
N/A
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