Legg Mason BW Absolute Return Opportunities Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.36
Mean 0.34
Sharpe Ratio 0.93
Bear Market Decile Rank 28

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
MSCI ACWI NR USD
R-Squared 0.62 26.69
Beta 0.12 0.16
Alpha 3.61 2.66

See Also:

Top Legg Mason Funds