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Legg Mason Cap Mgmt Value C (LMVTX)

50.19 Down 0.08(0.16%) May 24


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up22
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 1998):48.04%
Worst 1 Yr Total Return(Dec 30, 2008):-55.05%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-5.86-2.01
Beta (against Standard Index)1.091.04
Mean Annual Return0.770.98
R-squared (against Standard Index)95.3796.78
Standard Deviation17.0115.86
Sharpe Ratio0.540.74
Treynor Ratio7.3610.68
5 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-6.49-0.96
Beta (against Standard Index)1.231.02
Mean Annual Return0.130.51
R-squared (against Standard Index)92.1096.21
Standard Deviation24.2219.63
Sharpe Ratio0.050.30
Treynor Ratio-1.373.94
10 Years
StatisticLMVTXCategory
Alpha (against Standard Index)-5.90-0.38
Beta (against Standard Index)1.281.02
Mean Annual Return0.430.70
R-squared (against Standard Index)89.8994.96
Standard Deviation19.9515.34
Sharpe Ratio0.170.44
Treynor Ratio1.165.74