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Friday, December 18, 2009, 2:26PM ET - U.S. Markets close in 1 hour and 34 minutes. Dow Down 0.05% Nasdaq Up 1.06%
Legg Mason Cap Mgmt Growth R (LMGRX)On Dec 17: 18.58  Down 0.18 (0.96%)  
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Risk  As of 30-Nov-09Get 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
StatisticLMGRXCategory
Alpha (against Standard Index)-5.052.20
Beta (against Standard Index)1.310.99
Mean Annual Return-14.10-0.14
R-squared (against Standard Index)8588.76
Standard Deviation28.2121.04
Sharpe Ratio-0.47N/A
Treynor Ratio-12.51N/A
5 Years
StatisticLMGRXCategory
Alpha (against Standard Index)-6.180.80
Beta (against Standard Index)1.341.01
Mean Annual Return-7.190.24
R-squared (against Standard Index)8286.59
Standard Deviation23.7417.50
Sharpe Ratio-0.31N/A
Treynor Ratio-7.60N/A
10 Years
StatisticLMGRXCategory
Alpha (against Standard Index)0.03-0.13
Beta (against Standard Index)1.331.04
Mean Annual Return-2.820.05
R-squared (against Standard Index)8078.99
Standard Deviation24.0519.17
Sharpe Ratio-0.12N/A
Treynor Ratio-4.33N/A

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