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    ClearBridge All Cap Value A (SHFVX)

    15.26 Down 0.03(0.20%) Oct 20

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up28
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):38.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-37.49%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-6.07-2.85
    Beta (against Standard Index)1.160.97
    Mean Annual Return0.580.67
    R-squared (against Standard Index)92.0489.76
    Standard Deviation13.1111.13
    Sharpe Ratio0.520.73
    Treynor Ratio5.298.01
    5 Years
    Alpha (against Standard Index)-4.87-1.92
    Beta (against Standard Index)1.150.99
    Mean Annual Return1.121.15
    R-squared (against Standard Index)93.3690.54
    Standard Deviation13.2811.62
    Sharpe Ratio1.001.19
    Treynor Ratio11.4514.21
    10 Years
    Alpha (against Standard Index)-2.92-1.68
    Beta (against Standard Index)1.081.01
    Mean Annual Return0.490.55
    R-squared (against Standard Index)95.3893.22
    Standard Deviation16.9415.94
    Sharpe Ratio0.300.37
    Treynor Ratio3.414.68