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Tuesday, December 15, 2009, 4:27PM ET - U.S. Markets Closed. Dow  0.47% Nasdaq  0.50%

Legg Mason WA Government Securities 1 (SGVSX)

On Dec 14: 9.87   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 5 Number of Years Down: 0 Best 1 Yr Total Return (2007): 4.31% Worst 1 Yr Total Return (2008): 1.39% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SGVSX Category Alpha (against Standard Index) 1.00 0.23 Beta (against Standard Index) 0.49 0.76 Mean Annual Return 5.31 0.46 R-squared (against Standard Index) 44 64.12 Standard Deviation 2.88 3.94 Sharpe Ratio 0.98 N/A Treynor Ratio 6.21 N/A 5 Years Statistic SGVSX Category Alpha (against Standard Index) 0.26 -0.23 Beta (against Standard Index) 0.61 0.78 Mean Annual Return 4.77 0.39 R-squared (against Standard Index) 57 69.48 Standard Deviation 2.84 3.41 Sharpe Ratio 0.59 N/A Treynor Ratio 2.93 N/A 10 Years Statistic SGVSX Category Alpha (against Standard Index) -0.31 -0.47 Beta (against Standard Index) 0.81 0.84 Mean Annual Return 5.45 0.44 R-squared (against Standard Index) 77 78.01 Standard Deviation 3.50 3.66 Sharpe Ratio 0.71 N/A Treynor Ratio 3.11 N/A
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