Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 10, 2009, 3:28AM ET - U.S. Markets open in 6 hours and 2 minutes.
Dow
0.50%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Legg Mason WA High Income B (SHIBX)
On
Dec 9
:
5.65
0.02
(0.36%)
MORE ON SHIBX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
11.05%
Worst 1 Yr Total Return
(2008)
:
-30.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SHIBX
Category
Alpha (against Standard Index)
-3.07
-3.12
Beta (against Standard Index)
1.24
1.16
Mean Annual Return
2.59
0.31
R-squared (against Standard Index)
9
10.86
Standard Deviation
17.39
15.35
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.14
N/A
5 Years
Statistic
SHIBX
Category
Alpha (against Standard Index)
-0.26
-0.09
Beta (against Standard Index)
1.01
0.92
Mean Annual Return
3.88
0.40
R-squared (against Standard Index)
7
8.80
Standard Deviation
13.64
12.20
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.85
N/A
10 Years
Statistic
SHIBX
Category
Alpha (against Standard Index)
-0.77
0.55
Beta (against Standard Index)
0.56
0.51
Mean Annual Return
3.35
0.43
R-squared (against Standard Index)
3
3.74
Standard Deviation
11.84
10.75
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.67
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center