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Friday, December 25, 2009, 10:59PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Legg Mason WA Global Hi Yld Bd C (SHYCX)On Dec 24: 6.87   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):10.42%
Worst 1 Yr Total Return (2008):-31.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSHYCXCategory
Alpha (against Standard Index)-4.78-3.31
Beta (against Standard Index)1.341.15
Mean Annual Return1.330.30
R-squared (against Standard Index)1010.85
Standard Deviation17.4515.35
Sharpe Ratio0.04N/A
Treynor Ratio-0.70N/A
5 Years
StatisticSHYCXCategory
Alpha (against Standard Index)-1.35-0.58
Beta (against Standard Index)1.120.95
Mean Annual Return3.450.39
R-squared (against Standard Index)99.33
Standard Deviation13.6912.17
Sharpe Ratio0.10N/A
Treynor Ratio0.42N/A
10 Years
StatisticSHYCXCategory
Alpha (against Standard Index)0.890.41
Beta (against Standard Index)0.650.52
Mean Annual Return5.500.42
R-squared (against Standard Index)53.87
Standard Deviation11.1610.75
Sharpe Ratio0.28N/A
Treynor Ratio3.98N/A

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