Finance Home - My Yahoo - Yahoo! - Help

Friday, December 18, 2009, 5:15AM ET - U.S. Markets open in 4 hours and 15 minutes. Dow  1.27% Nasdaq  0.00%

Legg Mason Cap Mgmt Special Inv R (LMARX)

On Dec 17: 33.01   0.48 (1.43%)

MORE ON LMARX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Number of Years Up: 0 Number of Years Down: 2 Best 1 Yr Total Return (2007): -3.16% Worst 1 Yr Total Return (2008): -54.08% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LMARX Category Alpha (against Standard Index) 4.04 1.45 Beta (against Standard Index) 1.54 1.13 Mean Annual Return -8.37 -0.27 R-squared (against Standard Index) 85 88.11 Standard Deviation 32.94 23.88 Sharpe Ratio -0.17 N/A Treynor Ratio -6.94 N/A 5 Years Statistic LMARX Category Alpha (against Standard Index) 0.95 1.17 Beta (against Standard Index) 1.53 1.15 Mean Annual Return -1.19 0.26 R-squared (against Standard Index) 83 86.34 Standard Deviation 26.84 19.90 Sharpe Ratio -0.02 N/A Treynor Ratio -2.73 N/A 10 Years Statistic LMARX Category Alpha (against Standard Index) 6.06 5.72 Beta (against Standard Index) 1.35 1.04 Mean Annual Return 2.86 0.53 R-squared (against Standard Index) 74 73.17 Standard Deviation 25.33 19.87 Sharpe Ratio 0.13 N/A Treynor Ratio -0.05 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center