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Legg Mason ClearBridge Divers LgCpGr B (CLCBX)On Dec 10: 12.76  Up 0.07 (0.55%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):13.27%
Worst 1 Yr Total Return (2008):-40.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCLCBXCategory
Alpha (against Standard Index)0.592.20
Beta (against Standard Index)0.970.99
Mean Annual Return-5.07-0.14
R-squared (against Standard Index)9088.76
Standard Deviation20.1621.04
Sharpe Ratio-0.27N/A
Treynor Ratio-7.60N/A
5 Years
StatisticCLCBXCategory
Alpha (against Standard Index)-1.740.80
Beta (against Standard Index)0.951.01
Mean Annual Return-0.990.24
R-squared (against Standard Index)8986.59
Standard Deviation16.1517.50
Sharpe Ratio-0.16N/A
Treynor Ratio-4.18N/A
10 Years
StatisticCLCBXCategory
Alpha (against Standard Index)-3.69-0.13
Beta (against Standard Index)1.001.04
Mean Annual Return-4.300.05
R-squared (against Standard Index)9078.99
Standard Deviation17.0219.17
Sharpe Ratio-0.34N/A
Treynor Ratio-7.24N/A

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