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Tuesday, December 15, 2009, 1:24AM ET - U.S. Markets open in 8 hours and 6 minutes. Dow Up 0.28% Nasdaq Up 0.99%
Legg Mason Cap Mgmt Growth FI (LMGFX)On Dec 14: 18.92  Up 0.24 (1.28%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):14.84%
Worst 1 Yr Total Return (2008):-60.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMGFXCategory
Alpha (against Standard Index)-4.762.20
Beta (against Standard Index)1.310.99
Mean Annual Return-13.83-0.14
R-squared (against Standard Index)8588.76
Standard Deviation28.1921.04
Sharpe Ratio-0.46N/A
Treynor Ratio-12.31N/A
5 Years
StatisticLMGFXCategory
Alpha (against Standard Index)-5.720.80
Beta (against Standard Index)1.341.01
Mean Annual Return-6.750.24
R-squared (against Standard Index)8286.59
Standard Deviation23.7317.50
Sharpe Ratio-0.29N/A
Treynor Ratio-7.28N/A
10 Years
StatisticLMGFXCategory
Alpha (against Standard Index)0.34-0.13
Beta (against Standard Index)1.331.04
Mean Annual Return-2.520.05
R-squared (against Standard Index)8078.99
Standard Deviation24.0519.17
Sharpe Ratio-0.10N/A
Treynor Ratio-4.10N/A

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