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Metropolitan West Ultra Short Bond I (MWUIX)
On
Dec 8
:
3.91
0.01
(0.26%)
MORE ON MWUIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.31%
Worst 1 Yr Total Return
(2008)
:
-21.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MWUIX
Category
Alpha (against Standard Index)
-4.82
-1.83
Beta (against Standard Index)
0.00
0.06
Mean Annual Return
-2.72
0.07
R-squared (against Standard Index)
0
6.99
Standard Deviation
7.96
3.69
Sharpe Ratio
-0.61
N/A
Treynor Ratio
1446.24
N/A
5 Years
Statistic
MWUIX
Category
Alpha (against Standard Index)
-2.81
-1.28
Beta (against Standard Index)
-0.02
0.07
Mean Annual Return
-0.06
0.15
R-squared (against Standard Index)
0
8.59
Standard Deviation
6.22
2.82
Sharpe Ratio
-0.46
N/A
Treynor Ratio
180.97
N/A
10 Years
Statistic
MWUIX
Category
Alpha (against Standard Index)
N/A
-0.25
Beta (against Standard Index)
N/A
0.11
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
11.36
Standard Deviation
N/A
1.93
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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