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 Dow Up0.13% Nasdaq Down0.10%

ClearBridge Special Investment C (LMASX)

38.70 Down 0.15(0.39%) Jul 28

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
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)-9.04-4.70
Beta (against Standard Index)1.301.19
Mean Annual Return0.991.21
R-squared (against Standard Index)86.0887.81
Standard Deviation17.1315.53
Sharpe Ratio0.690.95
Treynor Ratio8.4212.22
5 Years
StatisticLMASXCategory
Alpha (against Standard Index)-5.40-1.18
Beta (against Standard Index)1.301.13
Mean Annual Return1.531.62
R-squared (against Standard Index)84.9986.87
Standard Deviation18.9116.26
Sharpe Ratio0.961.21
Treynor Ratio13.6817.71
10 Years
StatisticLMASXCategory
Alpha (against Standard Index)-4.120.47
Beta (against Standard Index)1.411.14
Mean Annual Return0.620.84
R-squared (against Standard Index)83.1186.14
Standard Deviation22.7918.15
Sharpe Ratio0.250.47
Treynor Ratio2.306.27