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Legg Mason Opportunity C (LMOPX)

17.26 Up 0.08(0.47%) Oct 24

Risk as of Sep 29, 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)3.55-2.46
Beta (against Standard Index)1.421.12
Mean Annual Return2.821.79
R-squared (against Standard Index)63.4486.88
Standard Deviation18.7912.74
Sharpe Ratio1.801.69
Treynor Ratio26.3420.40
5 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-8.88-2.21
Beta (against Standard Index)1.561.13
Mean Annual Return1.281.27
R-squared (against Standard Index)74.6390.04
Standard Deviation23.9115.72
Sharpe Ratio0.640.98
Treynor Ratio8.4213.34
10 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-5.26-0.06
Beta (against Standard Index)1.691.16
Mean Annual Return0.730.84
R-squared (against Standard Index)79.7589.21
Standard Deviation27.8818.10
Sharpe Ratio0.260.47
Treynor Ratio1.966.24