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Legg Mason Batterymarch Emerging Mkts FI (LGFMX)
On
Dec 10
:
20.36
0.06
(0.30%)
MORE ON LGFMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-57.27%
Worst 1 Yr Total Return
(2008)
:
-57.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LGFMX
Category
Alpha (against Standard Index)
14.28
12.35
Beta (against Standard Index)
1.34
1.29
Mean Annual Return
4.16
0.71
R-squared (against Standard Index)
87
87.52
Standard Deviation
34.46
33.07
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.30
N/A
5 Years
Statistic
LGFMX
Category
Alpha (against Standard Index)
11.18
9.15
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
16.30
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
29.56
27.65
Sharpe Ratio
0.57
N/A
Treynor Ratio
9.62
N/A
10 Years
Statistic
LGFMX
Category
Alpha (against Standard Index)
11.62
9.81
Beta (against Standard Index)
1.35
1.23
Mean Annual Return
12.36
1.14
R-squared (against Standard Index)
78
76.71
Standard Deviation
27.53
25.41
Sharpe Ratio
0.46
N/A
Treynor Ratio
6.95
N/A
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