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    Metropolitan West Total Return Bond M (MWTRX)

    10.94 0.00(0.00%) Mar 4

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):17.08%
    Worst 1 Yr Total Return(Dec 30, 2008):-1.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.910.62
    Beta (against Standard Index)0.880.94
    Mean Annual Return0.470.29
    R-squared (against Standard Index)78.0885.20
    Standard Deviation2.852.92
    Sharpe Ratio1.951.18
    Treynor Ratio6.433.89
    5 Years
    Alpha (against Standard Index)2.620.66
    Beta (against Standard Index)0.840.90
    Mean Annual Return0.530.39
    R-squared (against Standard Index)67.2976.51
    Standard Deviation2.802.88
    Sharpe Ratio2.261.63
    Treynor Ratio7.765.44
    10 Years
    Alpha (against Standard Index)2.08-0.03
    Beta (against Standard Index)0.880.92
    Mean Annual Return0.540.38
    R-squared (against Standard Index)66.0866.39
    Standard Deviation3.483.90
    Sharpe Ratio1.390.80
    Treynor Ratio5.853.32