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    ClearBridge Special Investment C (LMASX)

    34.16 Up 0.29(0.86%) Jul 29

    Risk as of Jun 29, 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
    StatisticLMASXCategory
    Alpha (against Standard Index)-2.01-1.74
    Beta (against Standard Index)1.121.09
    Mean Annual Return1.371.35
    R-squared (against Standard Index)63.9961.47
    Standard Deviation12.0011.99
    Sharpe Ratio1.361.36
    Treynor Ratio15.0115.27
    5 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-8.22-4.38
    Beta (against Standard Index)1.271.22
    Mean Annual Return1.101.35
    R-squared (against Standard Index)83.9881.17
    Standard Deviation16.6716.31
    Sharpe Ratio0.780.99
    Treynor Ratio9.7113.02
    10 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-4.27-0.49
    Beta (against Standard Index)1.391.17
    Mean Annual Return0.610.79
    R-squared (against Standard Index)83.0082.66
    Standard Deviation22.5618.91
    Sharpe Ratio0.260.43
    Treynor Ratio2.515.69