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    ClearBridge Special Investment C (LMASX)

    34.80 Up 0.34(0.99%) May 27

    Risk as of Apr 29, 2015Get 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
    Alpha (against Standard Index)-4.18-3.48
    Beta (against Standard Index)1.141.13
    Mean Annual Return1.171.21
    R-squared (against Standard Index)70.1668.56
    Standard Deviation12.9213.00
    Sharpe Ratio1.081.12
    Treynor Ratio12.2913.00
    5 Years
    Alpha (against Standard Index)-8.07-4.24
    Beta (against Standard Index)1.251.21
    Mean Annual Return0.811.08
    R-squared (against Standard Index)85.3983.14
    Standard Deviation17.4817.16
    Sharpe Ratio0.550.76
    Treynor Ratio6.7810.07
    10 Years
    Alpha (against Standard Index)-4.35-0.24
    Beta (against Standard Index)1.401.17
    Mean Annual Return0.660.85
    R-squared (against Standard Index)83.2382.56
    Standard Deviation22.6318.98
    Sharpe Ratio0.280.47
    Treynor Ratio2.836.30