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    ClearBridge Large Cap Value I (SAIFX)

    27.83 Down 0.02(0.07%) May 31

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up41
    Number of Years Down16
    Best 1 Yr Total Return(Dec 30, 2013):32.17%
    Worst 1 Yr Total Return(Dec 30, 2008):-35.23%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.00-2.66
    Beta (against Standard Index)0.980.98
    Mean Annual Return0.840.71
    R-squared (against Standard Index)94.5790.92
    Standard Deviation11.4611.70
    Sharpe Ratio0.880.73
    Treynor Ratio10.028.31
    5 Years
    Alpha (against Standard Index)-0.27-2.31
    Beta (against Standard Index)0.991.01
    Mean Annual Return0.900.75
    R-squared (against Standard Index)95.3592.11
    Standard Deviation12.3812.79
    Sharpe Ratio0.870.71
    Treynor Ratio10.618.68
    10 Years
    Alpha (against Standard Index)-0.30-1.59
    Beta (against Standard Index)0.941.01
    Mean Annual Return0.600.53
    R-squared (against Standard Index)95.7693.21
    Standard Deviation14.7215.99
    Sharpe Ratio0.420.34
    Treynor Ratio5.564.26