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    ClearBridge Small Cap Growth A (SASMX)

    28.58 Up 0.09(0.32%) Dec 26

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up12
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 1999):57.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)-3.53-6.35
    Beta (against Standard Index)1.171.18
    Mean Annual Return1.611.40
    R-squared (against Standard Index)60.0561.96
    Standard Deviation13.6613.67
    Sharpe Ratio1.411.23
    Treynor Ratio17.1114.52
    5 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)0.58-1.90
    Beta (against Standard Index)1.151.22
    Mean Annual Return1.551.44
    R-squared (against Standard Index)75.6877.26
    Standard Deviation17.1118.03
    Sharpe Ratio1.080.96
    Treynor Ratio16.1413.86
    10 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)0.87-0.36
    Beta (against Standard Index)1.141.19
    Mean Annual Return0.900.83
    R-squared (against Standard Index)79.2379.69
    Standard Deviation18.9019.59
    Sharpe Ratio0.490.43
    Treynor Ratio6.855.71