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Legg Mason Cap Mgmt Growth R (LMGRX)
On
Dec 17
:
18.58
0.18
(0.96%)
MORE ON LMGRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.45%
Worst 1 Yr Total Return
(2008)
:
-60.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMGRX
Category
Alpha (against Standard Index)
-5.05
2.20
Beta (against Standard Index)
1.31
0.99
Mean Annual Return
-14.10
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
28.21
21.04
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-12.51
N/A
5 Years
Statistic
LMGRX
Category
Alpha (against Standard Index)
-6.18
0.80
Beta (against Standard Index)
1.34
1.01
Mean Annual Return
-7.19
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
23.74
17.50
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-7.60
N/A
10 Years
Statistic
LMGRX
Category
Alpha (against Standard Index)
0.03
-0.13
Beta (against Standard Index)
1.33
1.04
Mean Annual Return
-2.82
0.05
R-squared (against Standard Index)
80
78.99
Standard Deviation
24.05
19.17
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.33
N/A
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