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ClearBridge Special Investment C (LMASX)

39.76 Up 0.15(0.38%) Sep 16

Risk as of Aug 30, 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)-6.96-6.67
Beta (against Standard Index)1.231.28
Mean Annual Return1.431.52
R-squared (against Standard Index)84.6884.42
Standard Deviation15.5416.16
Sharpe Ratio1.101.13
Treynor Ratio13.8514.43
5 Years
StatisticLMASXCategory
Alpha (against Standard Index)-7.46-3.04
Beta (against Standard Index)1.271.22
Mean Annual Return1.131.42
R-squared (against Standard Index)86.1083.20
Standard Deviation18.0317.62
Sharpe Ratio0.740.97
Treynor Ratio9.8513.76
10 Years
StatisticLMASXCategory
Alpha (against Standard Index)-3.780.13
Beta (against Standard Index)1.401.19
Mean Annual Return0.710.89
R-squared (against Standard Index)83.2083.34
Standard Deviation22.6519.10
Sharpe Ratio0.300.48
Treynor Ratio3.166.54