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    ClearBridge Small Cap C (LMASX)

    32.83 Up 0.50(1.55%) Oct 7

    Risk as of Sep 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
    Alpha (against Standard Index)-0.76-1.38
    Beta (against Standard Index)1.081.04
    Mean Annual Return1.041.09
    R-squared (against Standard Index)70.3962.64
    Standard Deviation12.5412.62
    Sharpe Ratio0.991.04
    Treynor Ratio11.3512.50
    5 Years
    Alpha (against Standard Index)-7.48-3.82
    Beta (against Standard Index)1.231.20
    Mean Annual Return0.731.23
    R-squared (against Standard Index)81.5079.17
    Standard Deviation15.7016.07
    Sharpe Ratio0.560.92
    Treynor Ratio6.3311.98
    10 Years
    Alpha (against Standard Index)-4.28-0.82
    Beta (against Standard Index)1.381.16
    Mean Annual Return0.490.69
    R-squared (against Standard Index)82.7182.29
    Standard Deviation22.5818.95
    Sharpe Ratio0.200.37
    Treynor Ratio1.494.70