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    ClearBridge Large Cap Value I (SAIFX)

    28.84 Down 0.37(1.27%) Apr 17

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up41
    Number of Years Down15
    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)-0.65-1.48
    Beta (against Standard Index)1.011.00
    Mean Annual Return1.251.17
    R-squared (against Standard Index)94.5690.04
    Standard Deviation9.9810.14
    Sharpe Ratio1.501.39
    Treynor Ratio15.3014.43
    5 Years
    Alpha (against Standard Index)-0.60-1.94
    Beta (against Standard Index)0.991.00
    Mean Annual Return1.141.04
    R-squared (against Standard Index)96.0193.66
    Standard Deviation13.1313.41
    Sharpe Ratio1.040.94
    Treynor Ratio13.6812.48
    10 Years
    Alpha (against Standard Index)0.09-1.12
    Beta (against Standard Index)0.941.00
    Mean Annual Return0.710.64
    R-squared (against Standard Index)95.4993.22
    Standard Deviation14.2015.33
    Sharpe Ratio0.500.42
    Treynor Ratio6.695.42