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Legg Mason Cap Mgmt Opportunity C (LMOPX)
On
Dec 4
:
9.27
0.16
(1.76%)
MORE ON LMOPX
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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)
:
13.80%
Worst 1 Yr Total Return
(2008)
:
-65.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMOPX
Category
Alpha (against Standard Index)
-0.11
3.31
Beta (against Standard Index)
1.78
1.09
Mean Annual Return
-17.22
-0.23
R-squared (against Standard Index)
84
84.23
Standard Deviation
37.91
23.37
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-11.03
N/A
5 Years
Statistic
LMOPX
Category
Alpha (against Standard Index)
-1.13
2.25
Beta (against Standard Index)
1.82
1.13
Mean Annual Return
-5.67
0.31
R-squared (against Standard Index)
82
81.04
Standard Deviation
31.91
20.00
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.78
N/A
10 Years
Statistic
LMOPX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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