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 Dow Down0.18% Nasdaq Down0.22%

Legg Mason Cap Mgmt Special Inv C (LMASX)

36.27 Up 0.34(0.95%) Jun 18


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up20
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)-9.14-3.21
Beta (against Standard Index)1.261.17
Mean Annual Return0.691.02
R-squared (against Standard Index)90.1290.68
Standard Deviation20.2018.47
Sharpe Ratio0.410.67
Treynor Ratio5.079.62
5 Years
StatisticLMASXCategory
Alpha (against Standard Index)-1.190.35
Beta (against Standard Index)1.411.15
Mean Annual Return0.670.69
R-squared (against Standard Index)86.2288.98
Standard Deviation28.5923.06
Sharpe Ratio0.270.35
Treynor Ratio2.574.75
10 Years
StatisticLMASXCategory
Alpha (against Standard Index)-2.171.38
Beta (against Standard Index)1.431.17
Mean Annual Return0.840.94
R-squared (against Standard Index)82.4485.84
Standard Deviation23.3418.47
Sharpe Ratio0.360.52
Treynor Ratio4.057.06