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Saturday, December 5, 2009, 6:20AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Legg Mason Batterymarch Intl Eq C (LMGEX)On Dec 4: 12.36  Down 0.04 (0.32%)  
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Risk  As of 31-Oct-09Get 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
StatisticLMGEXCategory
Alpha (against Standard Index)-5.82-0.52
Beta (against Standard Index)0.971.01
Mean Annual Return-10.43-0.25
R-squared (against Standard Index)9796.20
Standard Deviation23.6624.79
Sharpe Ratio-0.45N/A
Treynor Ratio-13.23N/A
5 Years
StatisticLMGEXCategory
Alpha (against Standard Index)-2.34-0.43
Beta (against Standard Index)0.991.01
Mean Annual Return2.590.55
R-squared (against Standard Index)9795.85
Standard Deviation20.0720.52
Sharpe Ratio0.08N/A
Treynor Ratio-0.44N/A
10 Years
StatisticLMGEXCategory
Alpha (against Standard Index)-1.02-0.03
Beta (against Standard Index)0.951.01
Mean Annual Return1.050.31
R-squared (against Standard Index)9592.22
Standard Deviation17.5419.09
Sharpe Ratio-0.02N/A
Treynor Ratio-2.01N/A

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