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    ClearBridge Special Investment C (LMASX)

    34.10 Up 0.08(0.24%) Mar 3

    Risk as of Jan 30, 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)-5.26-5.17
    Beta (against Standard Index)1.171.14
    Mean Annual Return1.191.15
    R-squared (against Standard Index)74.4870.39
    Standard Deviation12.6612.73
    Sharpe Ratio1.121.09
    Treynor Ratio12.1512.15
    5 Years
    Alpha (against Standard Index)-8.61-3.81
    Beta (against Standard Index)1.271.23
    Mean Annual Return0.911.26
    R-squared (against Standard Index)87.4283.97
    Standard Deviation17.5417.38
    Sharpe Ratio0.620.87
    Treynor Ratio7.6511.81
    10 Years
    Alpha (against Standard Index)-4.66-0.64
    Beta (against Standard Index)1.401.18
    Mean Annual Return0.550.76
    R-squared (against Standard Index)83.3182.85
    Standard Deviation22.5819.09
    Sharpe Ratio0.230.40
    Treynor Ratio1.855.15