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Legg Mason Barrett Financial Services B (SBFBX)
On
Dec 9
:
9.65
0.02
(0.21%)
MORE ON SBFBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-25.67%
Worst 1 Yr Total Return
(2008)
:
-25.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SBFBX
Category
Alpha (against Standard Index)
-6.64
-5.47
Beta (against Standard Index)
0.74
1.27
Mean Annual Return
-10.80
-1.07
R-squared (against Standard Index)
72
75.55
Standard Deviation
16.95
28.60
Sharpe Ratio
-0.73
N/A
Treynor Ratio
-17.96
N/A
5 Years
Statistic
SBFBX
Category
Alpha (against Standard Index)
-3.45
-4.25
Beta (against Standard Index)
0.74
1.25
Mean Annual Return
-2.45
-0.25
R-squared (against Standard Index)
71
73.60
Standard Deviation
14.08
23.29
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-7.35
N/A
10 Years
Statistic
SBFBX
Category
Alpha (against Standard Index)
3.49
3.26
Beta (against Standard Index)
0.61
0.88
Mean Annual Return
3.89
0.33
R-squared (against Standard Index)
46
52.55
Standard Deviation
14.37
19.74
Sharpe Ratio
0.13
N/A
Treynor Ratio
1.51
N/A
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