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ClearBridge Value C (LMVTX)

66.79 Up 0.14(0.21%) Nov 26

Risk as of Oct 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
Alpha (against Standard Index)-1.65-1.88
Beta (against Standard Index)1.141.03
Mean Annual Return1.621.43
R-squared (against Standard Index)88.7492.19
Standard Deviation10.969.74
Sharpe Ratio1.771.77
Treynor Ratio18.0717.64
5 Years
Alpha (against Standard Index)-3.48-1.76
Beta (against Standard Index)1.081.02
Mean Annual Return1.191.25
R-squared (against Standard Index)93.2795.74
Standard Deviation14.7413.75
Sharpe Ratio0.961.09
Treynor Ratio12.8714.72
10 Years
Alpha (against Standard Index)-5.99-0.58
Beta (against Standard Index)1.251.01
Mean Annual Return0.410.71
R-squared (against Standard Index)90.2095.09
Standard Deviation19.4215.30
Sharpe Ratio0.170.46
Treynor Ratio1.186.02