WESTERN ASSET CORE BOND CL R3

Alpha 1 Year0.94 Alpha 3 Years0.51 Average Gain 1 Year2.99 Average Gain 3 Years2.02 Average Loss 1 Year-1.89 Average Loss 3 Years-2.04 Batting Average 1 Year58.33 Batting Average 3 Years44.44 Beta 1 Year1.26 Beta 3 Years1.26 Capture Ratio Down 1 Year127.72 Capture Ratio Down 3 Years125.80 Capture Ratio Up 1 Year123.81 Capture Ratio Up 3 Years123.38 Correlation 1 Year99.69 Correlation 3 Years99.41 High 1 Year9.72 Information Ratio 1 Year0.38 Information Ratio 3 Years-0.51 Low 1 Year8.67 Maximum Loss 1 Year-7.92 Maximum Loss 3 Years-21.24 Performance since Inception-3.37 Risk adjusted Return 3 Years-8.52 Risk adjusted Return Since Inception-8.52 R-Squared (R²) 1 Year99.38 R-Squared (R²) 3 Years98.83 Sortino Ratio 1 Year0.23 Sortino Ratio 3 Years-0.92 Tracking Error 1 Year2.40 Tracking Error 3 Years2.11 Trailing Performance 1 Month4.70 Trailing Performance 1 Week4.70 Trailing Performance 1 Year5.91 Trailing Performance 2 Years-11.30 Trailing Performance 3 Months4.47 Trailing Performance 3 Years-12.59 Trailing Performance 4 Years-4.07 Trailing Performance 6 Months3.61 Trailing Return 1 Month4.70 Trailing Return 1 Year6.43 Trailing Return 2 Months10.70 Trailing Return 2 Years-5.82 Trailing Return 3 Months8.26 Trailing Return 3 Years-4.39 Trailing Return 4 Years-1.03 Trailing Return 6 Months3.61 Trailing Return 9 Months2.72 Trailing Return Since Inception-0.80 Trailing Return YTD - Year to Date6.43 Treynor Ratio 1 Year0.81 Treynor Ratio 3 Years-5.46