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Thursday, December 3, 2009, 10:13AM ET - U.S. Markets close in 5 hours and 47 minutes. Dow Down 0.06% Nasdaq Up 0.36%
Western Asset Limited Duration Bond I (WALDX)On Dec 2: 8.82   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):5.01%
Worst 1 Yr Total Return (2008):-13.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticWALDXCategory
Alpha (against Standard Index)-3.50-0.26
Beta (against Standard Index)0.490.38
Mean Annual Return0.620.30
R-squared (against Standard Index)1232.40
Standard Deviation5.623.42
Sharpe Ratio-0.28N/A
Treynor Ratio-3.70N/A
5 Years
StatisticWALDXCategory
Alpha (against Standard Index)-2.13-0.58
Beta (against Standard Index)0.430.40
Mean Annual Return1.640.27
R-squared (against Standard Index)1236.30
Standard Deviation4.402.80
Sharpe Ratio-0.28N/A
Treynor Ratio-3.22N/A
10 Years
StatisticWALDXCategory
Alpha (against Standard Index)N/A-0.21
Beta (against Standard Index)N/A0.44
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A45.80
Standard DeviationN/A2.67
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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