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Western Asset Inflation Indexed Plus Bd (WAIIX)
On
Nov 27
:
10.84
0.01
(0.09%)
MORE ON WAIIX
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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
(2007)
:
10.20%
Worst 1 Yr Total Return
(2008)
:
-4.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAIIX
Category
Alpha (against Standard Index)
-3.74
-3.48
Beta (against Standard Index)
1.85
1.59
Mean Annual Return
5.46
0.42
R-squared (against Standard Index)
60
53.57
Standard Deviation
9.83
9.06
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.64
N/A
5 Years
Statistic
WAIIX
Category
Alpha (against Standard Index)
-1.41
-1.60
Beta (against Standard Index)
1.66
1.49
Mean Annual Return
4.73
0.37
R-squared (against Standard Index)
59
56.03
Standard Deviation
7.95
7.37
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.02
N/A
10 Years
Statistic
WAIIX
Category
Alpha (against Standard Index)
N/A
-0.85
Beta (against Standard Index)
N/A
1.33
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
56.76
Standard Deviation
N/A
6.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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