Ratings & Risk for Legg Mason WA Core Bond A (TRBAX)

Morningstar Category: Intermediate-Term Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Above Average
    		294
    5-Year Below Average Above Average
    		271
    10-Year Average Above Average
    		217
    Overall Below Average Above Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 6.56 0.28 0.14
    5-Year 5.46 0.34 0.20
    10-Year 5.28 0.51 0.60
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 24.97 0.69 9.52
    3-Year 56.36 1.21 -3.75
    5-Year 56.42 1.12 -1.15
    10-Year 58.08 1.06 -0.32

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009