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    ClearBridge Special Investment C (LMASX)

    31.69 Down 0.50(1.55%) Jan 30

    Risk as of Dec 30, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up22
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2009):78.54%
    Worst 1 Yr Total Return(Dec 30, 2008):-54.25%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-3.50-5.11
    Beta (against Standard Index)1.161.17
    Mean Annual Return1.561.44
    R-squared (against Standard Index)73.0669.88
    Standard Deviation12.3912.81
    Sharpe Ratio1.511.36
    Treynor Ratio16.7515.24
    5 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-6.91-3.49
    Beta (against Standard Index)1.231.22
    Mean Annual Return0.991.26
    R-squared (against Standard Index)85.9983.83
    Standard Deviation17.2717.35
    Sharpe Ratio0.680.88
    Treynor Ratio8.8211.94
    10 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-4.35-0.64
    Beta (against Standard Index)1.401.18
    Mean Annual Return0.580.76
    R-squared (against Standard Index)83.2282.83
    Standard Deviation22.5019.09
    Sharpe Ratio0.240.40
    Treynor Ratio2.115.19