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Legg Mason WA Global Hi Yld Bd I (SHYOX)
On
Dec 2
:
6.64
0.01
(0.15%)
MORE ON SHYOX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
11.39%
Worst 1 Yr Total Return
(2008)
:
-30.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SHYOX
Category
Alpha (against Standard Index)
-3.69
-3.12
Beta (against Standard Index)
1.36
1.16
Mean Annual Return
2.44
0.31
R-squared (against Standard Index)
10
10.86
Standard Deviation
17.44
15.35
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.02
N/A
5 Years
Statistic
SHYOX
Category
Alpha (against Standard Index)
-0.02
-0.09
Beta (against Standard Index)
1.11
0.92
Mean Annual Return
4.33
0.40
R-squared (against Standard Index)
9
8.80
Standard Deviation
13.67
12.20
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.18
N/A
10 Years
Statistic
SHYOX
Category
Alpha (against Standard Index)
1.88
0.55
Beta (against Standard Index)
0.65
0.51
Mean Annual Return
6.47
0.43
R-squared (against Standard Index)
5
3.74
Standard Deviation
11.15
10.75
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.42
N/A
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