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    Legg Mason Opportunity I (LMNOX)

    23.40 Up 0.02(0.09%) Jul 31

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up10
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):85.37%
    Worst 1 Yr Total Return(Dec 30, 2008):-65.15%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticLMNOXCategory
    Alpha (against Standard Index)8.150.29
    Beta (against Standard Index)1.381.02
    Mean Annual Return2.571.41
    R-squared (against Standard Index)57.3278.83
    Standard Deviation15.589.82
    Sharpe Ratio1.971.73
    Treynor Ratio24.6217.52
    5 Years
    StatisticLMNOXCategory
    Alpha (against Standard Index)-6.08-3.01
    Beta (against Standard Index)1.551.13
    Mean Annual Return1.661.33
    R-squared (against Standard Index)74.5489.54
    Standard Deviation21.5414.39
    Sharpe Ratio0.921.12
    Treynor Ratio12.3014.20
    10 Years
    StatisticLMNOXCategory
    Alpha (against Standard Index)-3.72-0.42
    Beta (against Standard Index)1.681.15
    Mean Annual Return0.830.79
    R-squared (against Standard Index)79.8188.98
    Standard Deviation27.6918.06
    Sharpe Ratio0.310.45
    Treynor Ratio2.905.87