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    More On LSIUX


    ClearBridge International Value IS (LSIUX)

    10.20 Down 0.12(1.16%) Feb 24

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):31.38%
    Worst 1 Yr Total Return(Dec 30, 2011):-11.47%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticLSIUXCategory
    Alpha (against Standard Index)-1.72-0.97
    Beta (against Standard Index)0.960.92
    Mean Annual Return-0.010.05
    R-squared (against Standard Index)90.6488.79
    Standard Deviation12.7112.33
    Sharpe Ratio-0.020.04
    Treynor Ratio-1.07-0.24
    5 Years
    StatisticLSIUXCategory
    Alpha (against Standard Index)2.570.71
    Beta (against Standard Index)0.940.96
    Mean Annual Return0.620.47
    R-squared (against Standard Index)89.0190.37
    Standard Deviation13.0913.21
    Sharpe Ratio0.560.42
    Treynor Ratio7.055.04
    10 Years
    StatisticLSIUXCategory
    Alpha (against Standard Index)0.12-1.20
    Beta (against Standard Index)0.930.98
    Mean Annual Return0.260.16
    R-squared (against Standard Index)92.3494.01
    Standard Deviation18.4419.46
    Sharpe Ratio0.130.07
    Treynor Ratio0.74-0.64