Dow Down1.50% Nasdaq Down2.41%

Legg Mason Opportunity A (LGOAX)

14.00 Down 0.88(5.91%) Jun 27

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up5
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):68.03%
Worst 1 Yr Total Return(Dec 30, 2011):-34.40%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-7.82-3.11
Beta (against Standard Index)1.500.98
Mean Annual Return0.740.66
R-squared (against Standard Index)73.2580.04
Standard Deviation19.9012.51
Sharpe Ratio0.440.64
Treynor Ratio4.697.51
5 Years
Alpha (against Standard Index)-7.52-4.15
Beta (against Standard Index)1.641.10
Mean Annual Return0.990.73
R-squared (against Standard Index)73.9484.38
Standard Deviation23.2514.52
Sharpe Ratio0.510.61
Treynor Ratio5.747.40
10 Years
Alpha (against Standard Index)-6.70-1.05
Beta (against Standard Index)1.661.08
Mean Annual Return0.540.66
R-squared (against Standard Index)79.5786.23
Standard Deviation28.3217.84
Sharpe Ratio0.190.39
Treynor Ratio0.835.16