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Thursday, December 10, 2009, 3:55PM ET - U.S. Markets close in 5 mins.. Dow Up 0.62% Nasdaq Up 0.30%
Legg Mason ClearBridge Dividend Strat A (GROAX)On Dec 9: 14.63  Up 0.03 (0.21%)  
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Risk  As of 31-Oct-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):17.55%
Worst 1 Yr Total Return (2008):-28.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticGROAXCategory
Alpha (against Standard Index)0.720.38
Beta (against Standard Index)0.791.00
Mean Annual Return-4.10-0.41
R-squared (against Standard Index)9795.50
Standard Deviation15.6320.09
Sharpe Ratio-0.34N/A
Treynor Ratio-8.29N/A
5 Years
StatisticGROAXCategory
Alpha (against Standard Index)-0.220.26
Beta (against Standard Index)0.781.01
Mean Annual Return0.910.16
R-squared (against Standard Index)9594.84
Standard Deviation12.6816.47
Sharpe Ratio-0.10N/A
Treynor Ratio-2.73N/A
10 Years
StatisticGROAXCategory
Alpha (against Standard Index)-1.400.84
Beta (against Standard Index)0.880.97
Mean Annual Return-1.790.11
R-squared (against Standard Index)9391.16
Standard Deviation14.6616.35
Sharpe Ratio-0.25N/A
Treynor Ratio-5.42N/A

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