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Tuesday, December 1, 2009, 11:09PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
Western Asset Intermediate Bd Instl (WATIX)On Dec 1: 10.40  Down 0.02 (0.19%)  
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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 (2007):5.40%
Worst 1 Yr Total Return (2008):-4.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticWATIXCategory
Alpha (against Standard Index)-1.17-1.72
Beta (against Standard Index)1.201.02
Mean Annual Return5.830.39
R-squared (against Standard Index)6159.27
Standard Deviation6.255.93
Sharpe Ratio0.55N/A
Treynor Ratio2.83N/A
5 Years
StatisticWATIXCategory
Alpha (against Standard Index)-0.37-1.05
Beta (against Standard Index)1.090.98
Mean Annual Return4.790.33
R-squared (against Standard Index)6261.87
Standard Deviation5.024.88
Sharpe Ratio0.36N/A
Treynor Ratio1.62N/A
10 Years
StatisticWATIXCategory
Alpha (against Standard Index)-0.08-0.65
Beta (against Standard Index)1.030.96
Mean Annual Return6.290.45
R-squared (against Standard Index)7371.12
Standard Deviation4.524.47
Sharpe Ratio0.72N/A
Treynor Ratio3.23N/A

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