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Tuesday, December 1, 2009, 11:09PM ET - U.S. Markets Closed.
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Western Asset Intermediate Bd Instl (WATIX)
On
Dec 1
:
10.40
0.02
(0.19%)
MORE ON WATIX
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Risk
As of 31-Oct-09
Get
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
Statistic
WATIX
Category
Alpha (against Standard Index)
-1.17
-1.72
Beta (against Standard Index)
1.20
1.02
Mean Annual Return
5.83
0.39
R-squared (against Standard Index)
61
59.27
Standard Deviation
6.25
5.93
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.83
N/A
5 Years
Statistic
WATIX
Category
Alpha (against Standard Index)
-0.37
-1.05
Beta (against Standard Index)
1.09
0.98
Mean Annual Return
4.79
0.33
R-squared (against Standard Index)
62
61.87
Standard Deviation
5.02
4.88
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.62
N/A
10 Years
Statistic
WATIX
Category
Alpha (against Standard Index)
-0.08
-0.65
Beta (against Standard Index)
1.03
0.96
Mean Annual Return
6.29
0.45
R-squared (against Standard Index)
73
71.12
Standard Deviation
4.52
4.47
Sharpe Ratio
0.72
N/A
Treynor Ratio
3.23
N/A
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