Western Asset Mortgage Backed Securities Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 2 2
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 2.31
Mean 0.47
Sharpe Ratio 2.38
Bear Market Decile Rank 38

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays Municipal California Exempt TR
R-Squared 8.45 25.61
Beta 0.24 0.27
Alpha 4.62 3.7

See Also:

Top Legg Mason Funds