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Legg Mason WA Core Plus Bond B (MGVBX)
On
Dec 15
:
12.11
0.02
(0.16%)
MORE ON MGVBX
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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)
:
3.84%
Worst 1 Yr Total Return
(2008)
:
-7.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGVBX
Category
Alpha (against Standard Index)
-3.56
-1.73
Beta (against Standard Index)
1.15
1.02
Mean Annual Return
3.22
0.39
R-squared (against Standard Index)
61
59.65
Standard Deviation
5.97
5.93
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.83
N/A
5 Years
Statistic
MGVBX
Category
Alpha (against Standard Index)
-2.51
-1.13
Beta (against Standard Index)
1.09
0.98
Mean Annual Return
3.06
0.35
R-squared (against Standard Index)
65
61.85
Standard Deviation
4.91
4.90
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.07
N/A
10 Years
Statistic
MGVBX
Category
Alpha (against Standard Index)
-1.86
-0.67
Beta (against Standard Index)
0.88
0.96
Mean Annual Return
4.03
0.46
R-squared (against Standard Index)
66
70.95
Standard Deviation
4.06
4.48
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.27
N/A
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