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Wednesday, December 9, 2009, 5:36PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Legg Mason Cap Mgmt Value I (LMNVX)On Dec 8: 41.21  Down 0.44 (1.06%)  
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Risk  As of 31-Oct-09Get 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
StatisticLMNVXCategory
Alpha (against Standard Index)-5.570.38
Beta (against Standard Index)1.361.00
Mean Annual Return-16.16-0.41
R-squared (against Standard Index)9295.50
Standard Deviation27.6120.09
Sharpe Ratio-0.58N/A
Treynor Ratio-13.69N/A
5 Years
StatisticLMNVXCategory
Alpha (against Standard Index)-4.600.26
Beta (against Standard Index)1.371.01
Mean Annual Return-6.000.16
R-squared (against Standard Index)9094.84
Standard Deviation23.0116.47
Sharpe Ratio-0.28N/A
Treynor Ratio-6.58N/A
10 Years
StatisticLMNVXCategory
Alpha (against Standard Index)0.460.84
Beta (against Standard Index)1.260.97
Mean Annual Return-2.220.11
R-squared (against Standard Index)8691.16
Standard Deviation21.7516.35
Sharpe Ratio-0.13N/A
Treynor Ratio-4.12N/A

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