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Metropolitan West Strategic Income M (MWSTX)
On
Jan 6
:
7.25
0.01
(0.14%)
MORE ON MWSTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
5.85%
Worst 1 Yr Total Return
(2008)
:
-28.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MWSTX
Category
Alpha (against Standard Index)
-4.70
-0.15
Beta (against Standard Index)
-0.12
0.36
Mean Annual Return
-3.53
0.30
R-squared (against Standard Index)
0
33.68
Standard Deviation
11.68
3.31
Sharpe Ratio
-0.44
N/A
Treynor Ratio
50.44
N/A
5 Years
Statistic
MWSTX
Category
Alpha (against Standard Index)
-2.71
-0.52
Beta (against Standard Index)
-0.12
0.38
Mean Annual Return
-0.48
0.28
R-squared (against Standard Index)
0
36.19
Standard Deviation
9.09
2.73
Sharpe Ratio
-0.33
N/A
Treynor Ratio
28.56
N/A
10 Years
Statistic
MWSTX
Category
Alpha (against Standard Index)
N/A
-0.19
Beta (against Standard Index)
N/A
0.43
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.24
Standard Deviation
N/A
2.61
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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