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    More On LMNOX

    Legg Mason Opportunity I (LMNOX)

    21.12 Up 0.31(1.49%) Dec 7

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up11
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):85.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-65.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-7.74-3.68
    Beta (against Standard Index)1.590.97
    Mean Annual Return0.580.60
    R-squared (against Standard Index)63.0478.22
    Standard Deviation21.6011.92
    Sharpe Ratio0.320.61
    Treynor Ratio2.876.90
    5 Years
    Alpha (against Standard Index)-0.74-2.22
    Beta (against Standard Index)1.591.04
    Mean Annual Return1.811.19
    R-squared (against Standard Index)63.0881.58
    Standard Deviation20.7912.84
    Sharpe Ratio1.041.11
    Treynor Ratio13.3213.79
    10 Years
    Alpha (against Standard Index)-5.53-0.62
    Beta (against Standard Index)1.661.09
    Mean Annual Return0.580.69
    R-squared (against Standard Index)78.5386.65
    Standard Deviation28.6217.89
    Sharpe Ratio0.220.42
    Treynor Ratio1.255.57