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    ClearBridge Small Cap Growth A (SASMX)

    27.53 Up 0.05(0.18%) Aug 26

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):50.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)-7.42-4.83
    Beta (against Standard Index)1.171.06
    Mean Annual Return0.470.59
    R-squared (against Standard Index)59.9858.86
    Standard Deviation16.7715.53
    Sharpe Ratio0.330.46
    Treynor Ratio3.675.73
    5 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)-5.02-5.60
    Beta (against Standard Index)1.251.20
    Mean Annual Return0.970.86
    R-squared (against Standard Index)74.5173.04
    Standard Deviation17.4916.99
    Sharpe Ratio0.660.61
    Treynor Ratio8.417.82
    10 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)0.62-0.42
    Beta (against Standard Index)1.141.14
    Mean Annual Return0.860.78
    R-squared (against Standard Index)80.3279.57
    Standard Deviation19.4119.58
    Sharpe Ratio0.490.43
    Treynor Ratio6.905.95