Dow Up0.36% Nasdaq Up0.12%

ClearBridge Value C (LMVTX)

64.03 Up 0.22(0.34%) Aug 21

Risk as of Jul 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)-0.37-2.13
Beta (against Standard Index)1.071.05
Mean Annual Return1.431.25
R-squared (against Standard Index)91.9195.16
Standard Deviation13.5813.08
Sharpe Ratio1.261.15
Treynor Ratio16.3214.59
5 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-3.72-1.58
Beta (against Standard Index)1.091.02
Mean Annual Return1.191.28
R-squared (against Standard Index)93.0095.73
Standard Deviation14.9113.81
Sharpe Ratio0.951.11
Treynor Ratio12.7415.01
10 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-5.90-0.44
Beta (against Standard Index)1.251.01
Mean Annual Return0.400.70
R-squared (against Standard Index)90.1195.06
Standard Deviation19.3615.24
Sharpe Ratio0.160.45
Treynor Ratio1.025.91