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    ClearBridge Value C (LMVTX)

    66.31 Down 0.01(0.02%) Jul 2

    Risk as of May 30, 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)-0.62-0.74
    Beta (against Standard Index)1.100.99
    Mean Annual Return1.641.47
    R-squared (against Standard Index)85.0291.09
    Standard Deviation10.118.84
    Sharpe Ratio1.941.99
    Treynor Ratio19.0018.74
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-3.34-1.68
    Beta (against Standard Index)1.101.03
    Mean Annual Return1.211.24
    R-squared (against Standard Index)92.6195.26
    Standard Deviation14.1012.94
    Sharpe Ratio1.021.16
    Treynor Ratio12.9614.67
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.35-0.56
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.370.70
    R-squared (against Standard Index)90.3995.08
    Standard Deviation19.2415.25
    Sharpe Ratio0.160.46
    Treynor Ratio0.946.10