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    ClearBridge Special Investment C (LMASX)

    31.79 Down 0.09(0.28%) Dec 16

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up21
    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)-4.98-6.56
    Beta (against Standard Index)1.191.19
    Mean Annual Return1.521.40
    R-squared (against Standard Index)75.2071.52
    Standard Deviation12.3812.81
    Sharpe Ratio1.471.32
    Treynor Ratio15.9114.45
    5 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-7.10-3.11
    Beta (against Standard Index)1.241.23
    Mean Annual Return1.031.35
    R-squared (against Standard Index)86.2582.86
    Standard Deviation17.3417.57
    Sharpe Ratio0.710.92
    Treynor Ratio9.1712.80
    10 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-4.51-0.93
    Beta (against Standard Index)1.401.18
    Mean Annual Return0.610.77
    R-squared (against Standard Index)83.4482.94
    Standard Deviation22.5619.07
    Sharpe Ratio0.260.41
    Treynor Ratio2.365.30