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Legg Mason WA Global Hi Yld Bd A (SAHYX)
On
Dec 24
:
6.80
0.00
(0.00%)
MORE ON SAHYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
10.97%
Worst 1 Yr Total Return
(2008)
:
-31.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SAHYX
Category
Alpha (against Standard Index)
-4.39
-3.31
Beta (against Standard Index)
1.32
1.15
Mean Annual Return
1.69
0.30
R-squared (against Standard Index)
10
10.85
Standard Deviation
17.41
15.35
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.44
N/A
5 Years
Statistic
SAHYX
Category
Alpha (against Standard Index)
-0.90
-0.58
Beta (against Standard Index)
1.11
0.95
Mean Annual Return
3.91
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
13.66
12.17
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.83
N/A
10 Years
Statistic
SAHYX
Category
Alpha (against Standard Index)
1.36
0.41
Beta (against Standard Index)
0.64
0.52
Mean Annual Return
5.98
0.42
R-squared (against Standard Index)
5
3.87
Standard Deviation
11.14
10.75
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.76
N/A
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