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Legg Mason Batterymarch Intl Eq C (LMGEX)
On
Dec 4
:
12.36
0.04
(0.32%)
MORE ON LMGEX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
26.39%
Worst 1 Yr Total Return
(2008)
:
-45.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMGEX
Category
Alpha (against Standard Index)
-5.82
-0.52
Beta (against Standard Index)
0.97
1.01
Mean Annual Return
-10.43
-0.25
R-squared (against Standard Index)
97
96.20
Standard Deviation
23.66
24.79
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-13.23
N/A
5 Years
Statistic
LMGEX
Category
Alpha (against Standard Index)
-2.34
-0.43
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
2.59
0.55
R-squared (against Standard Index)
97
95.85
Standard Deviation
20.07
20.52
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.44
N/A
10 Years
Statistic
LMGEX
Category
Alpha (against Standard Index)
-1.02
-0.03
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
1.05
0.31
R-squared (against Standard Index)
95
92.22
Standard Deviation
17.54
19.09
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.01
N/A
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