Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, February 10, 2010, 7:31AM ET - U.S. Markets open in 1 hour and 59 minutes. Dow Up 1.52% Nasdaq  0.00%
Legg Mason ClearBridge Aggressive Gr B (SAGBX)On Feb 9: 76.20  Up 1.12 (1.49%)  
MORE ON SAGBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2009):31.25%
Worst 1 Yr Total Return (2008):-42.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSAGBXCategory
Alpha (against Standard Index)-2.012.46
Beta (against Standard Index)1.061.00
Mean Annual Return-10.11-0.25
R-squared (against Standard Index)8588.93
Standard Deviation22.8521.28
Sharpe Ratio-0.43N/A
Treynor Ratio-11.41N/A
5 Years
StatisticSAGBXCategory
Alpha (against Standard Index)-1.420.97
Beta (against Standard Index)1.071.01
Mean Annual Return-1.830.20
R-squared (against Standard Index)8486.48
Standard Deviation18.7717.57
Sharpe Ratio-0.16N/A
Treynor Ratio-4.42N/A
10 Years
StatisticSAGBXCategory
Alpha (against Standard Index)1.25-0.87
Beta (against Standard Index)1.101.03
Mean Annual Return-0.62-0.04
R-squared (against Standard Index)7479.67
Standard Deviation20.5818.78
Sharpe Ratio-0.06N/A
Treynor Ratio-3.14N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center