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Legg Mason Classic Valuation C (LMCVX)
On
Nov 30
:
7.90
0.03
(0.38%)
MORE ON LMCVX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.98%
Worst 1 Yr Total Return
(2008)
:
-42.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMCVX
Category
Alpha (against Standard Index)
-4.72
-1.05
Beta (against Standard Index)
1.16
1.02
Mean Annual Return
-13.16
-0.55
R-squared (against Standard Index)
93
94.27
Standard Deviation
23.41
20.65
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-13.47
N/A
5 Years
Statistic
LMCVX
Category
Alpha (against Standard Index)
-2.12
0.04
Beta (against Standard Index)
1.17
1.02
Mean Annual Return
-2.63
0.14
R-squared (against Standard Index)
92
93.13
Standard Deviation
19.43
16.85
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-4.82
N/A
10 Years
Statistic
LMCVX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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