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Legg Mason WA Government Securities I (SGSYX)
On
Dec 21
:
9.86
0.04
(0.40%)
MORE ON SGSYX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
SGSYX
Category
Alpha (against Standard Index)
1.15
0.23
Beta (against Standard Index)
0.49
0.76
Mean Annual Return
5.49
0.46
R-squared (against Standard Index)
45
64.12
Standard Deviation
2.88
3.94
Sharpe Ratio
1.03
N/A
Treynor Ratio
6.52
N/A
5 Years
Statistic
SGSYX
Category
Alpha (against Standard Index)
0.42
-0.23
Beta (against Standard Index)
0.61
0.78
Mean Annual Return
4.95
0.39
R-squared (against Standard Index)
58
69.48
Standard Deviation
2.83
3.41
Sharpe Ratio
0.65
N/A
Treynor Ratio
3.21
N/A
10 Years
Statistic
SGSYX
Category
Alpha (against Standard Index)
-0.08
-0.47
Beta (against Standard Index)
0.82
0.84
Mean Annual Return
5.71
0.44
R-squared (against Standard Index)
77
78.01
Standard Deviation
3.52
3.66
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.40
N/A
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