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Sunday, December 27, 2009, 10:58PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Legg Mason Batterymarch Intl Eq FI (LGFEX)On Dec 24: 12.61  Up 0.06 (0.48%)  
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Risk  As of 30-Nov-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):27.28%
Worst 1 Yr Total Return (2008):-45.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGFEXCategory
Alpha (against Standard Index)-4.820.11
Beta (against Standard Index)0.971.02
Mean Annual Return-9.84-0.23
R-squared (against Standard Index)9795.97
Standard Deviation23.7124.84
Sharpe Ratio-0.41N/A
Treynor Ratio-12.43N/A
5 Years
StatisticLGFEXCategory
Alpha (against Standard Index)-1.460.08
Beta (against Standard Index)1.001.01
Mean Annual Return2.550.51
R-squared (against Standard Index)9695.66
Standard Deviation19.9320.38
Sharpe Ratio0.08N/A
Treynor Ratio-0.44N/A
10 Years
StatisticLGFEXCategory
Alpha (against Standard Index)-0.48-0.14
Beta (against Standard Index)0.951.01
Mean Annual Return1.460.28
R-squared (against Standard Index)9592.61
Standard Deviation17.5718.91
Sharpe Ratio0.01N/A
Treynor Ratio-1.54N/A

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