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Tuesday, December 29, 2009, 1:58AM ET - U.S. Markets open in 7 hours and 32 minutes. Dow Up 0.26% Nasdaq Up 0.24%
Metropolitan West Strategic Income I (MWSIX)On Dec 28: 7.18  Down 0.01 (0.14%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:2
Number of Years Down:2
Best 1 Yr Total Return (2006):5.77%
Worst 1 Yr Total Return (2008):-27.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMWSIXCategory
Alpha (against Standard Index)-4.46-0.15
Beta (against Standard Index)-0.120.36
Mean Annual Return-3.320.30
R-squared (against Standard Index)033.68
Standard Deviation11.683.31
Sharpe Ratio-0.42N/A
Treynor Ratio46.49N/A
5 Years
StatisticMWSIXCategory
Alpha (against Standard Index)-2.48-0.52
Beta (against Standard Index)-0.130.38
Mean Annual Return-0.250.28
R-squared (against Standard Index)036.19
Standard Deviation9.092.73
Sharpe Ratio-0.31N/A
Treynor Ratio25.79N/A
10 Years
StatisticMWSIXCategory
Alpha (against Standard Index)N/A-0.19
Beta (against Standard Index)N/A0.43
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A45.24
Standard DeviationN/A2.61
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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