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    ClearBridge Special Investment C (LMASX)

    34.85 Down 0.08(0.23%) Apr 24

    Risk as of Mar 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)-2.94-2.68
    Beta (against Standard Index)1.131.12
    Mean Annual Return1.211.23
    R-squared (against Standard Index)71.2269.88
    Standard Deviation12.8212.94
    Sharpe Ratio1.131.14
    Treynor Ratio12.9013.23
    5 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-7.58-3.01
    Beta (against Standard Index)1.241.21
    Mean Annual Return0.861.20
    R-squared (against Standard Index)85.7382.86
    Standard Deviation17.4417.20
    Sharpe Ratio0.590.84
    Treynor Ratio7.3411.35
    10 Years
    StatisticLMASXCategory
    Alpha (against Standard Index)-4.02-0.28
    Beta (against Standard Index)1.401.17
    Mean Annual Return0.650.82
    R-squared (against Standard Index)83.4282.71
    Standard Deviation22.6419.06
    Sharpe Ratio0.280.44
    Treynor Ratio2.755.92