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    ClearBridge Value C (LMVTX)

    68.17 Down 0.28(0.41%) Apr 27

    Risk as of Mar 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
    Alpha (against Standard Index)-1.74-1.20
    Beta (against Standard Index)1.131.01
    Mean Annual Return1.311.20
    R-squared (against Standard Index)89.5192.75
    Standard Deviation11.4210.06
    Sharpe Ratio1.371.43
    Treynor Ratio14.2914.72
    5 Years
    Alpha (against Standard Index)-3.73-1.58
    Beta (against Standard Index)1.101.02
    Mean Annual Return1.011.10
    R-squared (against Standard Index)93.7295.58
    Standard Deviation14.7813.58
    Sharpe Ratio0.820.97
    Treynor Ratio10.5112.71
    10 Years
    Alpha (against Standard Index)-6.28-0.63
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.360.69
    R-squared (against Standard Index)90.5795.00
    Standard Deviation19.3015.32
    Sharpe Ratio0.150.45
    Treynor Ratio0.845.86