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Wednesday, January 6, 2010, 6:41AM ET - U.S. Markets open in 2 hours and 49 minutes. Dow Down 0.11% Nasdaq  0.00%
Legg Mason ClearBridge Small Cap Gr B (SBSMX)On Jan 5: 12.24  Up 0.02 (0.16%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):14.21%
Worst 1 Yr Total Return (2008):-41.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSBSMXCategory
Alpha (against Standard Index)1.860.16
Beta (against Standard Index)1.111.12
Mean Annual Return-5.49-0.38
R-squared (against Standard Index)8684.86
Standard Deviation23.6524.29
Sharpe Ratio-0.21N/A
Treynor Ratio-7.02N/A
5 Years
StatisticSBSMXCategory
Alpha (against Standard Index)0.11-0.01
Beta (against Standard Index)1.141.17
Mean Annual Return-0.140.16
R-squared (against Standard Index)8080.32
Standard Deviation20.3820.99
Sharpe Ratio-0.05N/A
Treynor Ratio-2.74N/A
10 Years
StatisticSBSMXCategory
Alpha (against Standard Index)4.884.06
Beta (against Standard Index)1.151.16
Mean Annual Return2.650.37
R-squared (against Standard Index)6557.27
Standard Deviation23.1325.21
Sharpe Ratio0.11N/A
Treynor Ratio-0.24N/A

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