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Legg Mason Cap Mgmt Value FI (LMVFX)

On Jan 7: 42.48   0.44 (1.05%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 12.71% Worst 1 Yr Total Return (2008): -54.77% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LMVFX Category Alpha (against Standard Index) -7.35 0.06 Beta (against Standard Index) 1.34 1.00 Mean Annual Return -15.98 -0.33 R-squared (against Standard Index) 92 95.82 Standard Deviation 27.71 20.42 Sharpe Ratio -0.56 N/A Treynor Ratio -13.64 N/A 5 Years Statistic LMVFX Category Alpha (against Standard Index) -6.09 0.04 Beta (against Standard Index) 1.35 1.01 Mean Annual Return -6.83 0.17 R-squared (against Standard Index) 89 95.19 Standard Deviation 22.83 16.64 Sharpe Ratio -0.32 N/A Treynor Ratio -7.29 N/A 10 Years Statistic LMVFX Category Alpha (against Standard Index) -0.50 0.81 Beta (against Standard Index) 1.25 0.96 Mean Annual Return -2.64 0.14 R-squared (against Standard Index) 86 91.13 Standard Deviation 21.73 16.39 Sharpe Ratio -0.15 N/A Treynor Ratio -4.46 N/A
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