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    ClearBridge Value C (LMVTX)

    62.96 Down 0.88(1.38%) Jan 30

    Risk as of Dec 30, 2014Get 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)-1.67-1.53
    Beta (against Standard Index)1.131.02
    Mean Annual Return1.661.50
    R-squared (against Standard Index)88.9992.13
    Standard Deviation10.929.69
    Sharpe Ratio1.821.85
    Treynor Ratio18.6818.64
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-3.56-1.66
    Beta (against Standard Index)1.091.02
    Mean Annual Return1.101.16
    R-squared (against Standard Index)93.5595.62
    Standard Deviation14.6813.60
    Sharpe Ratio0.891.03
    Treynor Ratio11.6213.60
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.52-0.59
    Beta (against Standard Index)1.251.01
    Mean Annual Return0.310.67
    R-squared (against Standard Index)90.4294.90
    Standard Deviation19.2215.24
    Sharpe Ratio0.120.43
    Treynor Ratio0.275.51