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Legg Mason Cap Mgmt Special Inv C (LMASX)
On
Dec 1
:
25.68
0.29
(1.14%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
13.05%
Worst 1 Yr Total Return
(2008)
:
-54.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMASX
Category
Alpha (against Standard Index)
4.22
2.78
Beta (against Standard Index)
1.54
1.14
Mean Annual Return
-10.14
-0.31
R-squared (against Standard Index)
85
88.48
Standard Deviation
32.61
23.83
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.15
N/A
5 Years
Statistic
LMASX
Category
Alpha (against Standard Index)
1.38
2.11
Beta (against Standard Index)
1.55
1.17
Mean Annual Return
-1.40
0.29
R-squared (against Standard Index)
83
86.78
Standard Deviation
26.86
20.06
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.86
N/A
10 Years
Statistic
LMASX
Category
Alpha (against Standard Index)
6.38
6.25
Beta (against Standard Index)
1.35
1.05
Mean Annual Return
2.62
0.54
R-squared (against Standard Index)
74
72.80
Standard Deviation
25.30
19.97
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.26
N/A
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