Dow Up0.07% Nasdaq Up0.16%

ClearBridge Special Investment C (LMASX)

38.13 Up 0.68(1.82%) Oct 21

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
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)-5.99-6.93
Beta (against Standard Index)1.191.27
Mean Annual Return1.621.68
R-squared (against Standard Index)81.1580.69
Standard Deviation13.9414.92
Sharpe Ratio1.391.35
Treynor Ratio16.9116.52
5 Years
StatisticLMASXCategory
Alpha (against Standard Index)-8.31-4.12
Beta (against Standard Index)1.271.22
Mean Annual Return0.951.24
R-squared (against Standard Index)86.0482.88
Standard Deviation18.0917.78
Sharpe Ratio0.630.84
Treynor Ratio7.9911.58
10 Years
StatisticLMASXCategory
Alpha (against Standard Index)-4.39-0.64
Beta (against Standard Index)1.411.19
Mean Annual Return0.630.81
R-squared (against Standard Index)83.3683.40
Standard Deviation22.6819.19
Sharpe Ratio0.260.43
Treynor Ratio2.465.58