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ClearBridge Select IS (LCSSX)

14.17 Up 0.15(1.07%) Oct 1


Risk as of Aug 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up0
Number of Years Down0
Best 1 Yr Total Return():N/A
Worst 1 Yr Total Return():N/A
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLCSSXCategory
Alpha (against Standard Index)N/A4.16
Beta (against Standard Index)N/A0.82
Mean Annual ReturnN/A1.06
R-squared (against Standard Index)N/A84.88
Standard DeviationN/A15.71
Sharpe RatioN/A0.83
Treynor RatioN/A15.22
5 Years
StatisticLCSSXCategory
Alpha (against Standard Index)N/A3.20
Beta (against Standard Index)N/A0.87
Mean Annual ReturnN/A0.58
R-squared (against Standard Index)N/A89.31
Standard DeviationN/A21.21
Sharpe RatioN/A0.33
Treynor RatioN/A5.18
10 Years
StatisticLCSSXCategory
Alpha (against Standard Index)N/A0.82
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.74
R-squared (against Standard Index)N/A87.22
Standard DeviationN/A17.15
Sharpe RatioN/A0.43
Treynor RatioN/A6.94