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    ClearBridge Value C (LMVTX)

    66.69 Up 0.40(0.60%) Jul 29

    Risk as of Jun 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)-0.50-0.66
    Beta (against Standard Index)1.131.00
    Mean Annual Return1.501.31
    R-squared (against Standard Index)87.0891.41
    Standard Deviation10.368.96
    Sharpe Ratio1.741.75
    Treynor Ratio16.7816.47
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-2.72-1.72
    Beta (against Standard Index)1.091.03
    Mean Annual Return1.301.30
    R-squared (against Standard Index)92.4195.11
    Standard Deviation13.6012.68
    Sharpe Ratio1.141.23
    Treynor Ratio14.3615.42
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.49-0.58
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.340.69
    R-squared (against Standard Index)90.4995.02
    Standard Deviation19.2515.30
    Sharpe Ratio0.140.45
    Treynor Ratio0.645.88