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Legg Mason Cap Mgmt All Cap 1 (LMGOX)
On
Dec 18
:
6.59
0.05
(0.76%)
MORE ON LMGOX
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Risk
As of 30-Nov-09
Get
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
Statistic
LMGOX
Category
Alpha (against Standard Index)
-4.92
0.06
Beta (against Standard Index)
1.36
1.00
Mean Annual Return
-14.23
-0.33
R-squared (against Standard Index)
87
95.82
Standard Deviation
28.79
20.42
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-12.12
N/A
5 Years
Statistic
LMGOX
Category
Alpha (against Standard Index)
-4.09
0.04
Beta (against Standard Index)
1.35
1.01
Mean Annual Return
-4.96
0.17
R-squared (against Standard Index)
88
95.19
Standard Deviation
23.00
16.64
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.90
N/A
10 Years
Statistic
LMGOX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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