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ClearBridge Special Investment C (LMASX)

39.99 Up 0.11(0.28%) Sep 2

Risk as of Jul 30, 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
Alpha (against Standard Index)-9.43-5.02
Beta (against Standard Index)1.301.19
Mean Annual Return0.991.21
R-squared (against Standard Index)85.6087.54
Standard Deviation17.1415.53
Sharpe Ratio0.690.95
Treynor Ratio8.3512.16
5 Years
Alpha (against Standard Index)-6.44-1.67
Beta (against Standard Index)1.281.14
Mean Annual Return1.231.42
R-squared (against Standard Index)84.4386.42
Standard Deviation18.4316.08
Sharpe Ratio0.791.07
Treynor Ratio10.7015.14
10 Years
Alpha (against Standard Index)-3.960.35
Beta (against Standard Index)1.411.15
Mean Annual Return0.650.85
R-squared (against Standard Index)83.0785.97
Standard Deviation22.6418.16
Sharpe Ratio0.270.48
Treynor Ratio2.646.38