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 Dow Up0.80% Nasdaq Up0.97%

Legg Mason Cap Mgmt Opportunity C (LMOPX)

13.68 Up 0.14(1.03%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up8
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)-14.49-2.74
Beta (against Standard Index)1.571.12
Mean Annual Return0.601.01
R-squared (against Standard Index)79.2192.67
Standard Deviation26.8717.56
Sharpe Ratio0.270.69
Treynor Ratio2.339.96
5 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-8.190.98
Beta (against Standard Index)1.701.15
Mean Annual Return0.240.74
R-squared (against Standard Index)82.8591.95
Standard Deviation35.3122.68
Sharpe Ratio0.070.38
Treynor Ratio-2.205.44
10 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-4.631.68
Beta (against Standard Index)1.711.15
Mean Annual Return0.800.95
R-squared (against Standard Index)78.3789.06
Standard Deviation28.5617.85
Sharpe Ratio0.280.55
Treynor Ratio2.267.50