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    ClearBridge Value C (LMVTX)

    68.54 Up 0.31(0.45%) May 21

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up24
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2003):43.53%
    Worst 1 Yr Total Return(Dec 30, 2008):-55.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-0.42-1.22
    Beta (against Standard Index)1.111.01
    Mean Annual Return1.451.25
    R-squared (against Standard Index)88.6692.61
    Standard Deviation11.2610.01
    Sharpe Ratio1.541.49
    Treynor Ratio16.2415.30
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-3.00-1.60
    Beta (against Standard Index)1.101.02
    Mean Annual Return1.061.09
    R-squared (against Standard Index)93.4995.58
    Standard Deviation14.8013.58
    Sharpe Ratio0.860.96
    Treynor Ratio11.1212.55
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.06-0.60
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.410.72
    R-squared (against Standard Index)90.4295.00
    Standard Deviation19.2915.29
    Sharpe Ratio0.180.47
    Treynor Ratio1.356.23