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Western Asset Inflation Idxd Plus Bd FI (WATPX)
On
Dec 1
:
10.80
0.01
(0.09%)
MORE ON WATPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-4.30%
Worst 1 Yr Total Return
(2008)
:
-4.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WATPX
Category
Alpha (against Standard Index)
-3.97
-3.48
Beta (against Standard Index)
1.85
1.59
Mean Annual Return
5.19
0.42
R-squared (against Standard Index)
59
53.57
Standard Deviation
9.83
9.06
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.50
N/A
5 Years
Statistic
WATPX
Category
Alpha (against Standard Index)
-1.65
-1.60
Beta (against Standard Index)
1.66
1.49
Mean Annual Return
4.46
0.37
R-squared (against Standard Index)
59
56.03
Standard Deviation
7.95
7.37
Sharpe Ratio
0.21
N/A
Treynor Ratio
0.87
N/A
10 Years
Statistic
WATPX
Category
Alpha (against Standard Index)
N/A
-0.85
Beta (against Standard Index)
N/A
1.33
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
56.76
Standard Deviation
N/A
6.74
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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