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Legg Mason US Sm Capitalization Va Instl (LUSIX)

On Dec 18: 8.95   0.09 (1.02%)

MORE ON LUSIX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2004): 22.86% Worst 1 Yr Total Return (2008): -30.39% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic LUSIX Category Alpha (against Standard Index) -5.51 -0.27 Beta (against Standard Index) 1.13 1.17 Mean Annual Return -12.61 -0.44 R-squared (against Standard Index) 81 84.58 Standard Deviation 24.93 25.23 Sharpe Ratio -0.50 N/A Treynor Ratio -13.15 N/A 5 Years Statistic LUSIX Category Alpha (against Standard Index) -3.97 0.26 Beta (against Standard Index) 1.14 1.19 Mean Annual Return -4.13 0.18 R-squared (against Standard Index) 80 81.92 Standard Deviation 20.46 21.20 Sharpe Ratio -0.25 N/A Treynor Ratio -6.22 N/A 10 Years Statistic LUSIX Category Alpha (against Standard Index) 6.45 8.93 Beta (against Standard Index) 0.92 0.95 Mean Annual Return 5.67 0.82 R-squared (against Standard Index) 60 64.94 Standard Deviation 19.10 19.09 Sharpe Ratio 0.24 N/A Treynor Ratio 3.00 N/A
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