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Saturday, December 5, 2009, 11:32PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Legg Mason Batterymarch Intl Eq I (LGIEX)On Dec 4: 12.83  Down 0.04 (0.31%)  
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Risk  As of 31-Oct-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):27.70%
Worst 1 Yr Total Return (2008):-45.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLGIEXCategory
Alpha (against Standard Index)-4.78-0.52
Beta (against Standard Index)0.971.01
Mean Annual Return-9.49-0.25
R-squared (against Standard Index)9796.20
Standard Deviation23.6724.79
Sharpe Ratio-0.40N/A
Treynor Ratio-12.25N/A
5 Years
StatisticLGIEXCategory
Alpha (against Standard Index)-1.28-0.43
Beta (against Standard Index)0.991.01
Mean Annual Return3.690.55
R-squared (against Standard Index)9795.85
Standard Deviation20.0920.52
Sharpe Ratio0.14N/A
Treynor Ratio0.67N/A
10 Years
StatisticLGIEXCategory
Alpha (against Standard Index)-0.01-0.03
Beta (against Standard Index)0.951.01
Mean Annual Return2.070.31
R-squared (against Standard Index)9592.22
Standard Deviation17.5719.09
Sharpe Ratio0.04N/A
Treynor Ratio-0.94N/A

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