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Saturday, December 19, 2009, 6:38PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Legg Mason Cap Mgmt All Cap 1 (LMGOX)On Dec 18: 6.59  Up 0.05 (0.76%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-51.06%
Worst 1 Yr Total Return (2008):-51.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMGOXCategory
Alpha (against Standard Index)-4.920.06
Beta (against Standard Index)1.361.00
Mean Annual Return-14.23-0.33
R-squared (against Standard Index)8795.82
Standard Deviation28.7920.42
Sharpe Ratio-0.46N/A
Treynor Ratio-12.12N/A
5 Years
StatisticLMGOXCategory
Alpha (against Standard Index)-4.090.04
Beta (against Standard Index)1.351.01
Mean Annual Return-4.960.17
R-squared (against Standard Index)8895.19
Standard Deviation23.0016.64
Sharpe Ratio-0.23N/A
Treynor Ratio-5.90N/A
10 Years
StatisticLMGOXCategory
Alpha (against Standard Index)N/A0.81
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A91.13
Standard DeviationN/A16.39
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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