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ClearBridge Value C (LMVTX)

65.00 Down 0.10(0.15%) Sep 19

Risk as of Aug 30, 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)0.35-1.98
Beta (against Standard Index)1.051.04
Mean Annual Return1.741.53
R-squared (against Standard Index)91.0794.78
Standard Deviation12.8112.39
Sharpe Ratio1.631.49
Treynor Ratio20.9218.46
5 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-3.86-1.58
Beta (against Standard Index)1.091.02
Mean Annual Return1.181.28
R-squared (against Standard Index)93.1595.80
Standard Deviation14.8913.82
Sharpe Ratio0.951.12
Treynor Ratio12.6815.09
10 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-5.94-0.45
Beta (against Standard Index)1.251.01
Mean Annual Return0.430.73
R-squared (against Standard Index)90.1695.08
Standard Deviation19.4115.27
Sharpe Ratio0.180.48
Treynor Ratio1.376.30