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Legg Mason Cap Mgmt Growth C (LMGTX)
On
Dec 16
:
18.06
0.04
(0.22%)
MORE ON LMGTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.99%
Worst 1 Yr Total Return
(2008)
:
-60.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMGTX
Category
Alpha (against Standard Index)
-5.51
2.20
Beta (against Standard Index)
1.31
0.99
Mean Annual Return
-14.47
-0.14
R-squared (against Standard Index)
85
88.76
Standard Deviation
28.16
21.04
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-12.82
N/A
5 Years
Statistic
LMGTX
Category
Alpha (against Standard Index)
-6.45
0.80
Beta (against Standard Index)
1.34
1.01
Mean Annual Return
-7.44
0.24
R-squared (against Standard Index)
82
86.59
Standard Deviation
23.72
17.50
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-7.80
N/A
10 Years
Statistic
LMGTX
Category
Alpha (against Standard Index)
-0.11
-0.13
Beta (against Standard Index)
1.33
1.04
Mean Annual Return
-2.95
0.05
R-squared (against Standard Index)
79
78.99
Standard Deviation
24.05
19.17
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.43
N/A
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