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Legg Mason Batterymarch Global Eq A (CFIPX)On Dec 9: 8.21   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):24.79%
Worst 1 Yr Total Return (2008):-43.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCFIPXCategory
Alpha (against Standard Index)-6.61-0.56
Beta (against Standard Index)0.850.91
Mean Annual Return-10.07-0.21
R-squared (against Standard Index)9490.41
Standard Deviation21.0222.89
Sharpe Ratio-0.51N/A
Treynor Ratio-14.69N/A
5 Years
StatisticCFIPXCategory
Alpha (against Standard Index)-4.24-1.40
Beta (against Standard Index)0.860.90
Mean Annual Return0.610.44
R-squared (against Standard Index)9489.02
Standard Deviation17.7019.07
Sharpe Ratio-0.04N/A
Treynor Ratio-2.79N/A
10 Years
StatisticCFIPXCategory
Alpha (against Standard Index)-3.450.66
Beta (against Standard Index)0.910.93
Mean Annual Return-1.320.36
R-squared (against Standard Index)9279.68
Standard Deviation17.1619.07
Sharpe Ratio-0.16N/A
Treynor Ratio-4.70N/A

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