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Legg Mason WA Global Inflation Mgmt A (SBGLX)

11.25 Down 0.05(0.44%) Oct 5


Risk as of Sep 29, 2012Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up17
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):10.29%
Worst 1 Yr Total Return(Dec 30, 2008):-7.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSBGLXCategory
Alpha (against Standard Index)-0.701.38
Beta (against Standard Index)0.940.96
Mean Annual Return0.420.55
R-squared (against Standard Index)16.3137.08
Standard Deviation6.283.96
Sharpe Ratio0.781.64
Treynor Ratio5.126.04
5 Years
StatisticSBGLXCategory
Alpha (against Standard Index)-5.45-2.19
Beta (against Standard Index)1.611.41
Mean Annual Return0.380.47
R-squared (against Standard Index)40.0548.64
Standard Deviation9.147.19
Sharpe Ratio0.430.75
Treynor Ratio2.253.74
10 Years
StatisticSBGLXCategory
Alpha (against Standard Index)-2.22-0.58
Beta (against Standard Index)1.221.46
Mean Annual Return0.320.49
R-squared (against Standard Index)39.6960.58
Standard Deviation7.076.74
Sharpe Ratio0.290.62
Treynor Ratio1.502.83