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Legg Mason Batterymarch US Sm Cap Eq I (LMSIX)
On
Dec 9
:
7.31
0.00
(0.00%)
MORE ON LMSIX
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Risk
As of 31-Oct-09
Get
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
Statistic
LMSIX
Category
Alpha (against Standard Index)
-1.05
1.01
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
-9.64
-0.48
R-squared (against Standard Index)
91
87.23
Standard Deviation
23.17
24.84
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.66
N/A
5 Years
Statistic
LMSIX
Category
Alpha (against Standard Index)
-1.00
1.42
Beta (against Standard Index)
1.19
1.21
Mean Annual Return
-1.75
0.23
R-squared (against Standard Index)
84
84.16
Standard Deviation
20.55
21.07
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.02
N/A
10 Years
Statistic
LMSIX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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