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Monday, November 30, 2009, 7:18PM ET - U.S. Markets Closed. Dow  0.34% Nasdaq  0.29%

Western Asset Core Bond Institutional (WATFX)

On Nov 30: 10.72   0.00 (0.00%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 6.24% Worst 1 Yr Total Return (2008): -10.81% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic WATFX Category Alpha (against Standard Index) -3.35 -1.72 Beta (against Standard Index) 1.41 1.02 Mean Annual Return 4.06 0.39 R-squared (against Standard Index) 33 59.27 Standard Deviation 9.90 5.93 Sharpe Ratio 0.21 N/A Treynor Ratio 1.17 N/A 5 Years Statistic WATFX Category Alpha (against Standard Index) -1.44 -1.05 Beta (against Standard Index) 1.28 0.98 Mean Annual Return 3.90 0.33 R-squared (against Standard Index) 35 61.87 Standard Deviation 7.86 4.88 Sharpe Ratio 0.15 N/A Treynor Ratio 0.69 N/A 10 Years Statistic WATFX Category Alpha (against Standard Index) -0.71 -0.65 Beta (against Standard Index) 1.25 0.96 Mean Annual Return 6.27 0.45 R-squared (against Standard Index) 50 71.12 Standard Deviation 6.66 4.47 Sharpe Ratio 0.51 N/A Treynor Ratio 2.64 N/A
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