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Legg Mason Opportunity C (LMOPX)

17.48 Down 0.28(1.58%) Sep 22

Risk as of Aug 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)-0.05-2.78
Beta (against Standard Index)1.541.14
Mean Annual Return2.511.63
R-squared (against Standard Index)69.7189.58
Standard Deviation21.4414.06
Sharpe Ratio1.401.40
Treynor Ratio20.4617.75
5 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-8.11-1.43
Beta (against Standard Index)1.561.12
Mean Annual Return1.471.43
R-squared (against Standard Index)74.6090.23
Standard Deviation23.8115.63
Sharpe Ratio0.741.10
Treynor Ratio10.1315.32
10 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-4.830.42
Beta (against Standard Index)1.691.16
Mean Annual Return0.800.90
R-squared (against Standard Index)79.7289.32
Standard Deviation27.8218.00
Sharpe Ratio0.290.52
Treynor Ratio2.486.94