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Legg Mason Cap Mgmt Value I (LMNVX)
On
Dec 8
:
41.21
0.44
(1.06%)
MORE ON LMNVX
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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)
:
13.09%
Worst 1 Yr Total Return
(2008)
:
-54.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMNVX
Category
Alpha (against Standard Index)
-5.57
0.38
Beta (against Standard Index)
1.36
1.00
Mean Annual Return
-16.16
-0.41
R-squared (against Standard Index)
92
95.50
Standard Deviation
27.61
20.09
Sharpe Ratio
-0.58
N/A
Treynor Ratio
-13.69
N/A
5 Years
Statistic
LMNVX
Category
Alpha (against Standard Index)
-4.60
0.26
Beta (against Standard Index)
1.37
1.01
Mean Annual Return
-6.00
0.16
R-squared (against Standard Index)
90
94.84
Standard Deviation
23.01
16.47
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-6.58
N/A
10 Years
Statistic
LMNVX
Category
Alpha (against Standard Index)
0.46
0.84
Beta (against Standard Index)
1.26
0.97
Mean Annual Return
-2.22
0.11
R-squared (against Standard Index)
86
91.16
Standard Deviation
21.75
16.35
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.12
N/A
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