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    ClearBridge Value C (LMVTX)

    66.95 Down 0.25(0.37%) Feb 26

    Risk as of Jan 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
    StatisticLMVTXCategory
    Alpha (against Standard Index)-2.25-1.50
    Beta (against Standard Index)1.141.01
    Mean Annual Return1.401.28
    R-squared (against Standard Index)89.4792.42
    Standard Deviation11.249.81
    Sharpe Ratio1.481.56
    Treynor Ratio15.1615.73
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-4.17-1.74
    Beta (against Standard Index)1.101.02
    Mean Annual Return1.071.17
    R-squared (against Standard Index)93.7595.61
    Standard Deviation14.7813.58
    Sharpe Ratio0.861.04
    Treynor Ratio11.1813.66
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.54-0.62
    Beta (against Standard Index)1.251.01
    Mean Annual Return0.300.66
    R-squared (against Standard Index)90.4394.89
    Standard Deviation19.2415.26
    Sharpe Ratio0.110.42
    Treynor Ratio0.225.43