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Western Asset Intermediate Plus Bond I (WAIPX)
On
Nov 30
:
9.84
0.01
(0.10%)
MORE ON WAIPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.13%
Worst 1 Yr Total Return
(2008)
:
-5.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WAIPX
Category
Alpha (against Standard Index)
-1.65
-1.72
Beta (against Standard Index)
1.28
1.02
Mean Annual Return
5.60
0.39
R-squared (against Standard Index)
57
59.27
Standard Deviation
6.88
5.93
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.48
N/A
5 Years
Statistic
WAIPX
Category
Alpha (against Standard Index)
-0.46
-1.05
Beta (against Standard Index)
1.15
0.98
Mean Annual Return
4.81
0.33
R-squared (against Standard Index)
57
61.87
Standard Deviation
5.51
4.88
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.54
N/A
10 Years
Statistic
WAIPX
Category
Alpha (against Standard Index)
N/A
-0.65
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.45
R-squared (against Standard Index)
N/A
71.12
Standard Deviation
N/A
4.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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