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Legg Mason Cap Mgmt American Ldg Co I (LGAMX)
On
Dec 9
:
15.13
0.09
(0.60%)
MORE ON LGAMX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
14.06%
Worst 1 Yr Total Return
(2008)
:
-49.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LGAMX
Category
Alpha (against Standard Index)
-4.98
0.38
Beta (against Standard Index)
1.26
1.00
Mean Annual Return
-14.58
-0.41
R-squared (against Standard Index)
92
95.50
Standard Deviation
25.69
20.09
Sharpe Ratio
-0.57
N/A
Treynor Ratio
-13.47
N/A
5 Years
Statistic
LGAMX
Category
Alpha (against Standard Index)
-3.34
0.26
Beta (against Standard Index)
1.25
1.01
Mean Annual Return
-4.19
0.16
R-squared (against Standard Index)
91
94.84
Standard Deviation
20.86
16.47
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-5.76
N/A
10 Years
Statistic
LGAMX
Category
Alpha (against Standard Index)
0.64
0.84
Beta (against Standard Index)
1.10
0.97
Mean Annual Return
-1.11
0.11
R-squared (against Standard Index)
86
91.16
Standard Deviation
19.11
16.35
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.70
N/A
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