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Friday, December 4, 2009, 8:01PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Western Asset Core Plus Bond FI (WACIX)On Dec 4: 10.17  Down 0.02 (0.20%)  
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Risk  As of 31-Oct-09Get 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
StatisticWACIXCategory
Alpha (against Standard Index)-2.65-1.72
Beta (against Standard Index)1.371.02
Mean Annual Return4.720.39
R-squared (against Standard Index)3759.27
Standard Deviation9.175.93
Sharpe Ratio0.28N/A
Treynor Ratio1.68N/A
5 Years
StatisticWACIXCategory
Alpha (against Standard Index)-0.75-1.05
Beta (against Standard Index)1.240.98
Mean Annual Return4.580.33
R-squared (against Standard Index)3861.87
Standard Deviation7.314.88
Sharpe Ratio0.24N/A
Treynor Ratio1.25N/A
10 Years
StatisticWACIXCategory
Alpha (against Standard Index)-0.06-0.65
Beta (against Standard Index)1.180.96
Mean Annual Return6.750.45
R-squared (against Standard Index)5071.12
Standard Deviation6.244.47
Sharpe Ratio0.61N/A
Treynor Ratio3.20N/A

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