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Western Asset Absolute Return FI (WARIX)
On
Dec 1
:
9.75
0.02
(0.20%)
MORE ON WARIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
3.24%
Worst 1 Yr Total Return
(2008)
:
-14.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WARIX
Category
Alpha (against Standard Index)
-1.19
-2.54
Beta (against Standard Index)
1.03
1.24
Mean Annual Return
4.83
0.39
R-squared (against Standard Index)
19
28.32
Standard Deviation
9.65
10.21
Sharpe Ratio
0.29
N/A
Treynor Ratio
2.34
N/A
5 Years
Statistic
WARIX
Category
Alpha (against Standard Index)
N/A
-0.02
Beta (against Standard Index)
N/A
1.09
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
25.63
Standard Deviation
N/A
8.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
WARIX
Category
Alpha (against Standard Index)
N/A
0.61
Beta (against Standard Index)
N/A
0.87
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
22.41
Standard Deviation
N/A
7.37
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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