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Wednesday, December 23, 2009, 7:54PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
Legg Mason ClearBridge Investors Val I (SAIFX)On Dec 23: 16.05  Up 0.01 (0.06%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):17.98%
Worst 1 Yr Total Return (2008):-35.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSAIFXCategory
Alpha (against Standard Index)-0.57-1.37
Beta (against Standard Index)0.921.02
Mean Annual Return-5.59-0.45
R-squared (against Standard Index)9694.58
Standard Deviation18.6120.79
Sharpe Ratio-0.34N/A
Treynor Ratio-8.57N/A
5 Years
StatisticSAIFXCategory
Alpha (against Standard Index)0.20-0.29
Beta (against Standard Index)0.911.01
Mean Annual Return1.160.14
R-squared (against Standard Index)9593.49
Standard Deviation15.0516.81
Sharpe Ratio-0.04N/A
Treynor Ratio-2.00N/A
10 Years
StatisticSAIFXCategory
Alpha (against Standard Index)3.412.74
Beta (against Standard Index)0.950.88
Mean Annual Return2.950.31
R-squared (against Standard Index)8981.33
Standard Deviation16.4515.97
Sharpe Ratio0.08N/A
Treynor Ratio0.02N/A

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