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    ClearBridge Small Cap Growth A (SASMX)

    28.91 Down 0.14(0.48%) Apr 24

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up13
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2003):50.95%
    Worst 1 Yr Total Return(Dec 30, 2008):-40.87%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)-2.21-2.00
    Beta (against Standard Index)1.121.11
    Mean Annual Return1.261.26
    R-squared (against Standard Index)60.3059.94
    Standard Deviation13.8013.82
    Sharpe Ratio1.091.10
    Treynor Ratio13.4713.81
    5 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)0.54-1.47
    Beta (against Standard Index)1.131.19
    Mean Annual Return1.401.31
    R-squared (against Standard Index)76.0376.88
    Standard Deviation16.8017.63
    Sharpe Ratio1.000.89
    Treynor Ratio14.6112.76
    10 Years
    StatisticSASMXCategory
    Alpha (against Standard Index)1.640.60
    Beta (against Standard Index)1.151.18
    Mean Annual Return0.960.90
    R-squared (against Standard Index)79.4179.31
    Standard Deviation18.9919.63
    Sharpe Ratio0.530.48
    Treynor Ratio7.616.61