Finance Home - My Yahoo - Yahoo! - Help

Friday, December 25, 2009, 9:13AM ET - U.S. Markets Closed for Christmas. Dow  0.51% Nasdaq  0.71%

Legg Mason ClearBridge Capital I (SACPX)

On Dec 24: 20.94   0.09 (0.43%)

MORE ON SACPX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 14.70% Worst 1 Yr Total Return (2008): -41.85% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SACPX Category Alpha (against Standard Index) 0.41 2.20 Beta (against Standard Index) 1.08 0.99 Mean Annual Return -6.43 -0.14 R-squared (against Standard Index) 89 88.76 Standard Deviation 22.63 21.04 Sharpe Ratio -0.28 N/A Treynor Ratio -8.06 N/A 5 Years Statistic SACPX Category Alpha (against Standard Index) -0.14 0.80 Beta (against Standard Index) 1.08 1.01 Mean Annual Return 0.07 0.24 R-squared (against Standard Index) 88 86.59 Standard Deviation 18.45 17.50 Sharpe Ratio -0.06 N/A Treynor Ratio -2.70 N/A 10 Years Statistic SACPX Category Alpha (against Standard Index) 5.46 -0.13 Beta (against Standard Index) 1.04 1.04 Mean Annual Return 4.47 0.05 R-squared (against Standard Index) 81 78.99 Standard Deviation 18.69 19.17 Sharpe Ratio 0.17 N/A Treynor Ratio 1.48 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center