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Legg Mason Batterymarch Intl Eq FI (LGFEX)

13.48 Up 0.05(0.37%) Jun 18


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up7
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2006):27.28%
Worst 1 Yr Total Return(Dec 30, 2008):-45.54%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLGFEXCategory
Alpha (against Standard Index)-1.24-0.57
Beta (against Standard Index)1.010.97
Mean Annual Return0.620.68
R-squared (against Standard Index)98.1094.99
Standard Deviation20.0519.30
Sharpe Ratio0.360.43
Treynor Ratio5.406.83
5 Years
StatisticLGFEXCategory
Alpha (against Standard Index)-3.08-0.26
Beta (against Standard Index)0.981.00
Mean Annual Return-0.140.13
R-squared (against Standard Index)97.8695.56
Standard Deviation23.1223.64
Sharpe Ratio-0.080.06
Treynor Ratio-4.64-1.44
10 Years
StatisticLGFEXCategory
Alpha (against Standard Index)-1.11-0.36
Beta (against Standard Index)1.000.99
Mean Annual Return0.800.84
R-squared (against Standard Index)97.2694.83
Standard Deviation18.6518.53
Sharpe Ratio0.420.46
Treynor Ratio6.407.14