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Legg Mason ClearBridge Aggressive Gr R (LMPRX)
On
Dec 18
:
87.41
0.72
(0.83%)
MORE ON LMPRX
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Risk
As of 30-Nov-09
Get
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
Statistic
LMPRX
Category
Alpha (against Standard Index)
-4.05
2.20
Beta (against Standard Index)
1.06
0.99
Mean Annual Return
-10.42
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
22.51
21.04
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-12.01
N/A
5 Years
Statistic
LMPRX
Category
Alpha (against Standard Index)
-1.95
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-1.79
0.24
R-squared (against Standard Index)
85
86.59
Standard Deviation
18.69
17.50
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.44
N/A
10 Years
Statistic
LMPRX
Category
Alpha (against Standard Index)
3.22
-0.13
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
1.50
0.05
R-squared (against Standard Index)
71
78.99
Standard Deviation
21.22
19.17
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.29
N/A
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