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    ClearBridge Value C (LMVTX)

    60.82 Up 0.16(0.26%) Sep 3

    Risk as of Aug 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)-1.20-0.72
    Beta (against Standard Index)1.151.00
    Mean Annual Return1.231.32
    R-squared (against Standard Index)89.7491.25
    Standard Deviation11.628.97
    Sharpe Ratio1.271.77
    Treynor Ratio13.0716.67
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-3.18-1.77
    Beta (against Standard Index)1.091.03
    Mean Annual Return1.151.21
    R-squared (against Standard Index)92.2294.79
    Standard Deviation13.5612.42
    Sharpe Ratio1.011.17
    Treynor Ratio12.4514.29
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.41-0.64
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.270.67
    R-squared (against Standard Index)90.6394.98
    Standard Deviation19.3515.28
    Sharpe Ratio0.100.44
    Treynor Ratio0.045.67