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Sunday, December 20, 2009, 6:48PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Legg Mason ClearBridge Aggressive Gr R (LMPRX)On Dec 18: 87.41  Up 0.72 (0.83%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):1.16%
Worst 1 Yr Total Return (2008):-42.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMPRXCategory
Alpha (against Standard Index)-4.052.20
Beta (against Standard Index)1.060.99
Mean Annual Return-10.42-0.14
R-squared (against Standard Index)8788.76
Standard Deviation22.5121.04
Sharpe Ratio-0.47N/A
Treynor Ratio-12.01N/A
5 Years
StatisticLMPRXCategory
Alpha (against Standard Index)-1.950.80
Beta (against Standard Index)1.081.01
Mean Annual Return-1.790.24
R-squared (against Standard Index)8586.59
Standard Deviation18.6917.50
Sharpe Ratio-0.16N/A
Treynor Ratio-4.44N/A
10 Years
StatisticLMPRXCategory
Alpha (against Standard Index)3.22-0.13
Beta (against Standard Index)1.101.04
Mean Annual Return1.500.05
R-squared (against Standard Index)7178.99
Standard Deviation21.2219.17
Sharpe Ratio0.04N/A
Treynor Ratio-1.29N/A

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