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Western Asset Core Bond IS (WACSX)
On
Jan 7
:
10.76
0.02
(0.19%)
MORE ON WACSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WACSX
Category
Alpha (against Standard Index)
-3.66
-1.73
Beta (against Standard Index)
1.38
1.02
Mean Annual Return
3.75
0.39
R-squared (against Standard Index)
32
59.65
Standard Deviation
9.87
5.93
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.08
N/A
5 Years
Statistic
WACSX
Category
Alpha (against Standard Index)
-1.68
-1.13
Beta (against Standard Index)
1.27
0.98
Mean Annual Return
4.19
0.35
R-squared (against Standard Index)
35
61.85
Standard Deviation
7.84
4.90
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.94
N/A
10 Years
Statistic
WACSX
Category
Alpha (against Standard Index)
-0.84
-0.67
Beta (against Standard Index)
1.25
0.96
Mean Annual Return
6.29
0.46
R-squared (against Standard Index)
50
70.95
Standard Deviation
6.65
4.48
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.71
N/A
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