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    ClearBridge Value C (LMVTX)

    65.74 Up 1.44(2.24%) Dec 18

    Risk as of Nov 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)-1.24-1.70
    Beta (against Standard Index)1.131.02
    Mean Annual Return1.731.52
    R-squared (against Standard Index)88.7492.05
    Standard Deviation10.829.65
    Sharpe Ratio1.921.90
    Treynor Ratio19.6518.98
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-3.31-1.60
    Beta (against Standard Index)1.091.02
    Mean Annual Return1.161.21
    R-squared (against Standard Index)93.4695.59
    Standard Deviation14.6713.61
    Sharpe Ratio0.941.07
    Treynor Ratio12.3614.18
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.30-0.59
    Beta (against Standard Index)1.251.01
    Mean Annual Return0.370.70
    R-squared (against Standard Index)90.3494.89
    Standard Deviation19.3015.25
    Sharpe Ratio0.150.45
    Treynor Ratio0.815.88