• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up1.32% Nasdaq Up1.53%

    ClearBridge Small Cap C (LMASX)

    31.95 Up 0.69(2.21%) Aug 26

    Risk as of Jul 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)-1.12-2.16
    Beta (against Standard Index)1.111.08
    Mean Annual Return1.451.32
    R-squared (against Standard Index)66.3759.50
    Standard Deviation11.7012.07
    Sharpe Ratio1.481.32
    Treynor Ratio16.2215.05
    5 Years
    Alpha (against Standard Index)-8.51-4.98
    Beta (against Standard Index)1.291.23
    Mean Annual Return0.991.21
    R-squared (against Standard Index)83.6479.87
    Standard Deviation16.5216.19
    Sharpe Ratio0.710.90
    Treynor Ratio8.5011.40
    10 Years
    Alpha (against Standard Index)-4.72-1.02
    Beta (against Standard Index)1.391.16
    Mean Annual Return0.550.73
    R-squared (against Standard Index)82.7982.21
    Standard Deviation22.4818.85
    Sharpe Ratio0.240.39
    Treynor Ratio2.035.06