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Western Asset Core Plus Bond FI (WACIX)
On
Dec 4
:
10.17
0.02
(0.20%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
7.27%
Worst 1 Yr Total Return
(2008)
:
-10.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WACIX
Category
Alpha (against Standard Index)
-2.65
-1.72
Beta (against Standard Index)
1.37
1.02
Mean Annual Return
4.72
0.39
R-squared (against Standard Index)
37
59.27
Standard Deviation
9.17
5.93
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.68
N/A
5 Years
Statistic
WACIX
Category
Alpha (against Standard Index)
-0.75
-1.05
Beta (against Standard Index)
1.24
0.98
Mean Annual Return
4.58
0.33
R-squared (against Standard Index)
38
61.87
Standard Deviation
7.31
4.88
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.25
N/A
10 Years
Statistic
WACIX
Category
Alpha (against Standard Index)
-0.06
-0.65
Beta (against Standard Index)
1.18
0.96
Mean Annual Return
6.75
0.45
R-squared (against Standard Index)
50
71.12
Standard Deviation
6.24
4.47
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.20
N/A
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