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Thursday, December 10, 2009, 1:29PM ET - U.S. Markets close in 2 hours and 31 minutes. Dow  0.53% Nasdaq  0.43%

Legg Mason Cap Mgmt Opportunity I (LMNOX)

On Dec 9: 9.80   0.04 (0.41%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 15.02% Worst 1 Yr Total Return (2008): -65.15% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LMNOX Category Alpha (against Standard Index) 0.91 3.31 Beta (against Standard Index) 1.78 1.09 Mean Annual Return -16.35 -0.23 R-squared (against Standard Index) 84 84.23 Standard Deviation 37.91 23.37 Sharpe Ratio -0.34 N/A Treynor Ratio -10.55 N/A 5 Years Statistic LMNOX Category Alpha (against Standard Index) -0.09 2.25 Beta (against Standard Index) 1.82 1.13 Mean Annual Return -4.69 0.31 R-squared (against Standard Index) 82 81.04 Standard Deviation 31.92 20.00 Sharpe Ratio -0.08 N/A Treynor Ratio -4.24 N/A 10 Years Statistic LMNOX Category Alpha (against Standard Index) N/A 4.42 Beta (against Standard Index) N/A 1.13 Mean Annual Return N/A 0.37 R-squared (against Standard Index) N/A 60.91 Standard Deviation N/A 23.71 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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