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    ClearBridge Special Investment C (LMASX)

    34.59 Down 0.10(0.29%) Jul 2

    Risk as of May 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
    StatisticLMASXCategory
    Alpha (against Standard Index)-4.20-3.48
    Beta (against Standard Index)1.151.13
    Mean Annual Return1.411.44
    R-squared (against Standard Index)65.3163.45
    Standard Deviation12.0012.04
    Sharpe Ratio1.401.45
    Treynor Ratio15.2115.92
    5 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-9.45-5.29
    Beta (against Standard Index)1.301.24
    Mean Annual Return0.951.22
    R-squared (against Standard Index)85.9382.80
    Standard Deviation17.1416.73
    Sharpe Ratio0.660.88
    Treynor Ratio8.0111.43
    10 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-4.52-0.43
    Beta (against Standard Index)1.401.17
    Mean Annual Return0.620.81
    R-squared (against Standard Index)83.2482.60
    Standard Deviation22.5618.93
    Sharpe Ratio0.270.45
    Treynor Ratio2.535.95