Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, November 30, 2009, 5:34PM ET - U.S. Markets Closed. Dow Up 0.34% Nasdaq Up 0.29%
Legg Mason Cap Mgmt Value C (LMVTX)On Nov 27: 35.35  Down 0.71 (1.97%)  
MORE ON LMVTX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):11.96%
Worst 1 Yr Total Return (2008):-55.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-6.540.38
Beta (against Standard Index)1.361.00
Mean Annual Return-16.97-0.41
R-squared (against Standard Index)9295.50
Standard Deviation27.5920.09
Sharpe Ratio-0.62N/A
Treynor Ratio-14.30N/A
5 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-5.570.26
Beta (against Standard Index)1.371.01
Mean Annual Return-6.920.16
R-squared (against Standard Index)9094.84
Standard Deviation22.9916.47
Sharpe Ratio-0.32N/A
Treynor Ratio-7.25N/A
10 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-0.530.84
Beta (against Standard Index)1.260.97
Mean Annual Return-3.180.11
R-squared (against Standard Index)8691.16
Standard Deviation21.7316.35
Sharpe Ratio-0.17N/A
Treynor Ratio-4.89N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center