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Saturday, December 5, 2009, 4:18AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Legg Mason US Sm Capitalization Val C (LMSVX)

On Dec 4: 7.60   0.18 (2.43%)

MORE ON LMSVX

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 21.31% Worst 1 Yr Total Return (2008): -31.06% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LMSVX Category Alpha (against Standard Index) -4.57 1.78 Beta (against Standard Index) 1.16 1.18 Mean Annual Return -13.31 -0.41 R-squared (against Standard Index) 82 85.71 Standard Deviation 24.87 24.90 Sharpe Ratio -0.54 N/A Treynor Ratio -13.62 N/A 5 Years Statistic LMSVX Category Alpha (against Standard Index) -3.24 1.92 Beta (against Standard Index) 1.18 1.20 Mean Annual Return -3.96 0.27 R-squared (against Standard Index) 81 82.80 Standard Deviation 20.73 21.07 Sharpe Ratio -0.23 N/A Treynor Ratio -5.94 N/A 10 Years Statistic LMSVX Category Alpha (against Standard Index) 5.81 9.10 Beta (against Standard Index) 0.92 0.95 Mean Annual Return 4.62 0.80 R-squared (against Standard Index) 61 64.80 Standard Deviation 19.03 19.04 Sharpe Ratio 0.18 N/A Treynor Ratio 1.79 N/A
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