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Sunday, December 27, 2009, 12:38AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Legg Mason WA Global Hi Yld Bd A (SAHYX)On Dec 24: 6.80   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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
StatisticSAHYXCategory
Alpha (against Standard Index)-4.39-3.31
Beta (against Standard Index)1.321.15
Mean Annual Return1.690.30
R-squared (against Standard Index)1010.85
Standard Deviation17.4115.35
Sharpe Ratio0.06N/A
Treynor Ratio-0.44N/A
5 Years
StatisticSAHYXCategory
Alpha (against Standard Index)-0.90-0.58
Beta (against Standard Index)1.110.95
Mean Annual Return3.910.39
R-squared (against Standard Index)99.33
Standard Deviation13.6612.17
Sharpe Ratio0.14N/A
Treynor Ratio0.83N/A
10 Years
StatisticSAHYXCategory
Alpha (against Standard Index)1.360.41
Beta (against Standard Index)0.640.52
Mean Annual Return5.980.42
R-squared (against Standard Index)53.87
Standard Deviation11.1410.75
Sharpe Ratio0.32N/A
Treynor Ratio4.76N/A

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