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Legg Mason Opportunity C (LMOPX)

18.62 Down 0.01(0.05%) Nov 26

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up9
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2009):83.14%
Worst 1 Yr Total Return(Dec 30, 2008):-65.49%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLMOPXCategory
Alpha (against Standard Index)3.26-2.05
Beta (against Standard Index)1.501.08
Mean Annual Return2.591.50
R-squared (against Standard Index)59.0282.43
Standard Deviation17.6910.85
Sharpe Ratio1.751.67
Treynor Ratio22.6017.53
5 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-6.23-1.76
Beta (against Standard Index)1.541.12
Mean Annual Return1.571.38
R-squared (against Standard Index)75.6489.98
Standard Deviation23.1915.54
Sharpe Ratio0.811.07
Treynor Ratio11.3314.78
10 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-5.05-0.08
Beta (against Standard Index)1.691.16
Mean Annual Return0.760.84
R-squared (against Standard Index)79.7789.17
Standard Deviation27.9218.12
Sharpe Ratio0.270.48
Treynor Ratio2.206.33