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    ClearBridge Value C (LMVTX)

    54.01 Up 0.02(0.04%) Feb 10

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up24
    Number of Years Down9
    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)-4.22-1.95
    Beta (against Standard Index)1.181.00
    Mean Annual Return0.760.79
    R-squared (against Standard Index)91.1293.98
    Standard Deviation13.4811.33
    Sharpe Ratio0.670.83
    Treynor Ratio7.219.14
    5 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-3.88-1.93
    Beta (against Standard Index)1.121.03
    Mean Annual Return0.710.79
    R-squared (against Standard Index)92.1694.90
    Standard Deviation13.9312.65
    Sharpe Ratio0.610.75
    Treynor Ratio6.958.85
    10 Years
    StatisticLMVTXCategory
    Alpha (against Standard Index)-6.99-0.89
    Beta (against Standard Index)1.241.01
    Mean Annual Return0.170.55
    R-squared (against Standard Index)91.1795.31
    Standard Deviation19.6515.67
    Sharpe Ratio0.040.35
    Treynor Ratio-0.924.38