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ClearBridge Value C (LMVTX)

63.65 Up 0.03(0.05%) Jul 24

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up23
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)-0.70-2.15
Beta (against Standard Index)1.071.05
Mean Annual Return1.391.23
R-squared (against Standard Index)92.0895.19
Standard Deviation13.7013.16
Sharpe Ratio1.211.13
Treynor Ratio15.7214.32
5 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-3.77-1.53
Beta (against Standard Index)1.111.02
Mean Annual Return1.371.43
R-squared (against Standard Index)93.1695.94
Standard Deviation15.3814.02
Sharpe Ratio1.061.23
Treynor Ratio14.7317.07
10 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-6.39-0.42
Beta (against Standard Index)1.261.01
Mean Annual Return0.340.69
R-squared (against Standard Index)90.0695.07
Standard Deviation19.5315.29
Sharpe Ratio0.130.44
Treynor Ratio0.435.71