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ClearBridge Special Investment C (LMASX)

40.11 Down 0.36(0.89%) Nov 28

Risk as of Oct 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)-5.54-5.51
Beta (against Standard Index)1.211.20
Mean Annual Return1.421.40
R-squared (against Standard Index)75.9973.04
Standard Deviation12.6412.82
Sharpe Ratio1.341.32
Treynor Ratio14.3614.40
5 Years
StatisticLMASXCategory
Alpha (against Standard Index)-6.56-2.96
Beta (against Standard Index)1.251.22
Mean Annual Return1.171.41
R-squared (against Standard Index)86.8082.57
Standard Deviation17.6917.61
Sharpe Ratio0.790.96
Treynor Ratio10.4313.63
10 Years
StatisticLMASXCategory
Alpha (against Standard Index)-3.94-0.39
Beta (against Standard Index)1.411.19
Mean Annual Return0.680.84
R-squared (against Standard Index)83.5383.29
Standard Deviation22.7119.23
Sharpe Ratio0.290.45
Treynor Ratio2.905.92