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ClearBridge Value C (LMVTX)

61.86 Up 1.60(2.66%) Oct 21

Risk as of Sep 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
Alpha (against Standard Index)-1.02-1.82
Beta (against Standard Index)1.091.03
Mean Annual Return1.861.69
R-squared (against Standard Index)90.4093.94
Standard Deviation12.1211.28
Sharpe Ratio1.841.80
Treynor Ratio21.8520.92
5 Years
Alpha (against Standard Index)-3.86-1.71
Beta (against Standard Index)1.091.02
Mean Annual Return1.091.18
R-squared (against Standard Index)93.1895.81
Standard Deviation14.9213.83
Sharpe Ratio0.871.03
Treynor Ratio11.5213.79
10 Years
Alpha (against Standard Index)-6.00-0.55
Beta (against Standard Index)1.251.01
Mean Annual Return0.400.71
R-squared (against Standard Index)90.2095.12
Standard Deviation19.4215.29
Sharpe Ratio0.170.45
Treynor Ratio1.075.94