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Western Asset Core Plus Bond IS (WAPSX)
On
Dec 28
:
10.09
0.10
(0.98%)
MORE ON WAPSX
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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
WAPSX
Category
Alpha (against Standard Index)
-2.53
-1.73
Beta (against Standard Index)
1.36
1.02
Mean Annual Return
4.92
0.39
R-squared (against Standard Index)
36
59.65
Standard Deviation
9.18
5.93
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.95
N/A
5 Years
Statistic
WAPSX
Category
Alpha (against Standard Index)
-0.81
-1.13
Beta (against Standard Index)
1.26
0.98
Mean Annual Return
5.10
0.35
R-squared (against Standard Index)
39
61.85
Standard Deviation
7.33
4.90
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.68
N/A
10 Years
Statistic
WAPSX
Category
Alpha (against Standard Index)
0.09
-0.67
Beta (against Standard Index)
1.19
0.96
Mean Annual Return
7.09
0.46
R-squared (against Standard Index)
51
70.95
Standard Deviation
6.27
4.48
Sharpe Ratio
0.66
N/A
Treynor Ratio
3.51
N/A
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