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    ClearBridge Small Cap C (LMASX)

    33.59 Up 0.08(0.24%) Nov 27

    Risk as of Oct 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)-1.21-2.48
    Beta (against Standard Index)0.971.00
    Mean Annual Return1.171.10
    R-squared (against Standard Index)65.6963.64
    Standard Deviation12.5813.20
    Sharpe Ratio1.111.00
    Treynor Ratio14.4113.10
    5 Years
    Alpha (against Standard Index)-7.55-4.32
    Beta (against Standard Index)1.181.15
    Mean Annual Return0.761.00
    R-squared (against Standard Index)79.0276.85
    Standard Deviation15.7415.68
    Sharpe Ratio0.570.77
    Treynor Ratio6.879.85
    10 Years
    Alpha (against Standard Index)-4.97-1.15
    Beta (against Standard Index)1.351.15
    Mean Annual Return0.530.72
    R-squared (against Standard Index)81.6782.05
    Standard Deviation22.5919.12
    Sharpe Ratio0.230.39
    Treynor Ratio1.955.13