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Tuesday, December 22, 2009, 6:36AM ET - U.S. Markets open in 2 hours and 54 minutes. Dow Up 0.83% Nasdaq  0.00%
Legg Mason WA Government Securities I (SGSYX)On Dec 21: 9.86  Down 0.04 (0.40%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):4.45%
Worst 1 Yr Total Return (2008):1.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSGSYXCategory
Alpha (against Standard Index)1.150.23
Beta (against Standard Index)0.490.76
Mean Annual Return5.490.46
R-squared (against Standard Index)4564.12
Standard Deviation2.883.94
Sharpe Ratio1.03N/A
Treynor Ratio6.52N/A
5 Years
StatisticSGSYXCategory
Alpha (against Standard Index)0.42-0.23
Beta (against Standard Index)0.610.78
Mean Annual Return4.950.39
R-squared (against Standard Index)5869.48
Standard Deviation2.833.41
Sharpe Ratio0.65N/A
Treynor Ratio3.21N/A
10 Years
StatisticSGSYXCategory
Alpha (against Standard Index)-0.08-0.47
Beta (against Standard Index)0.820.84
Mean Annual Return5.710.44
R-squared (against Standard Index)7778.01
Standard Deviation3.523.66
Sharpe Ratio0.77N/A
Treynor Ratio3.40N/A

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