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Legg Mason ClearBridge Aggressive Gr FI (LMPFX)
On
Dec 21
:
89.07
1.10
(1.25%)
MORE ON LMPFX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-42.25%
Worst 1 Yr Total Return
(2008)
:
-42.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LMPFX
Category
Alpha (against Standard Index)
-3.85
2.20
Beta (against Standard Index)
1.06
0.99
Mean Annual Return
-10.23
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
22.50
21.04
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.84
N/A
5 Years
Statistic
LMPFX
Category
Alpha (against Standard Index)
-1.72
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-1.56
0.24
R-squared (against Standard Index)
85
86.59
Standard Deviation
18.68
17.50
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.23
N/A
10 Years
Statistic
LMPFX
Category
Alpha (against Standard Index)
3.46
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
1.75
0.05
R-squared (against Standard Index)
71
78.99
Standard Deviation
21.22
19.17
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.07
N/A
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