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Legg Mason Opportunity C (LMOPX)

18.06 Up 0.06(0.33%) Aug 29

Risk as of Jul 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)-2.05-3.51
Beta (against Standard Index)1.591.16
Mean Annual Return2.001.30
R-squared (against Standard Index)72.5790.30
Standard Deviation22.7614.98
Sharpe Ratio1.051.04
Treynor Ratio14.8413.31
5 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-6.35-1.18
Beta (against Standard Index)1.591.13
Mean Annual Return1.651.45
R-squared (against Standard Index)71.5589.87
Standard Deviation24.7415.71
Sharpe Ratio0.801.11
Treynor Ratio11.3315.46
10 Years
StatisticLMOPXCategory
Alpha (against Standard Index)-5.030.40
Beta (against Standard Index)1.691.16
Mean Annual Return0.730.86
R-squared (against Standard Index)79.6089.23
Standard Deviation27.7718.01
Sharpe Ratio0.260.49
Treynor Ratio1.976.53