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Legg Mason ClearBridge Small Cap Gr A (SASMX)
On
Jan 6
:
13.97
0.01
(0.07%)
MORE ON SASMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.24%
Worst 1 Yr Total Return
(2008)
:
-40.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SASMX
Category
Alpha (against Standard Index)
2.88
0.16
Beta (against Standard Index)
1.11
1.12
Mean Annual Return
-4.54
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
23.68
24.29
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.15
N/A
5 Years
Statistic
SASMX
Category
Alpha (against Standard Index)
1.12
-0.01
Beta (against Standard Index)
1.14
1.17
Mean Annual Return
0.86
0.16
R-squared (against Standard Index)
81
80.32
Standard Deviation
20.42
20.99
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.86
N/A
10 Years
Statistic
SASMX
Category
Alpha (against Standard Index)
5.81
4.06
Beta (against Standard Index)
1.15
1.16
Mean Annual Return
3.60
0.37
R-squared (against Standard Index)
65
57.27
Standard Deviation
23.14
25.21
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.59
N/A
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