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Wednesday, December 9, 2009, 8:55PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Legg Mason Batterymarch US Sm Cap Eq I (LMSIX)On Dec 9: 7.31   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):15.78%
Worst 1 Yr Total Return (2008):-37.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMSIXCategory
Alpha (against Standard Index)-1.051.01
Beta (against Standard Index)1.131.19
Mean Annual Return-9.64-0.48
R-squared (against Standard Index)9187.23
Standard Deviation23.1724.84
Sharpe Ratio-0.42N/A
Treynor Ratio-10.66N/A
5 Years
StatisticLMSIXCategory
Alpha (against Standard Index)-1.001.42
Beta (against Standard Index)1.191.21
Mean Annual Return-1.750.23
R-squared (against Standard Index)8484.16
Standard Deviation20.5521.07
Sharpe Ratio-0.13N/A
Treynor Ratio-4.02N/A
10 Years
StatisticLMSIXCategory
Alpha (against Standard Index)N/A7.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.68
R-squared (against Standard Index)N/A64.84
Standard DeviationN/A20.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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