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    ClearBridge Value C (LMVTX)

    66.00 Down 0.37(0.56%) Mar 31

    Risk as of Feb 27, 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)-2.22-1.50
    Beta (against Standard Index)1.141.01
    Mean Annual Return1.441.31
    R-squared (against Standard Index)89.7592.54
    Standard Deviation11.419.98
    Sharpe Ratio1.511.58
    Treynor Ratio15.7116.25
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-4.04-1.72
    Beta (against Standard Index)1.111.02
    Mean Annual Return1.131.22
    R-squared (against Standard Index)93.9495.66
    Standard Deviation14.9313.70
    Sharpe Ratio0.901.07
    Treynor Ratio11.8914.26
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.38-0.64
    Beta (against Standard Index)1.251.01
    Mean Annual Return0.350.69
    R-squared (against Standard Index)90.6495.01
    Standard Deviation19.3215.33
    Sharpe Ratio0.140.44
    Treynor Ratio0.725.81