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Legg Mason ClearBridge Capital A (SCCAX)
On
Jan 5
:
20.18
0.01
(0.05%)
MORE ON SCCAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.24%
Worst 1 Yr Total Return
(2008)
:
-42.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCCAX
Category
Alpha (against Standard Index)
0.06
2.20
Beta (against Standard Index)
1.08
0.99
Mean Annual Return
-6.75
-0.14
R-squared (against Standard Index)
89
88.76
Standard Deviation
22.61
21.04
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.37
N/A
5 Years
Statistic
SCCAX
Category
Alpha (against Standard Index)
-0.52
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-0.31
0.24
R-squared (against Standard Index)
88
86.59
Standard Deviation
18.43
17.50
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.05
N/A
10 Years
Statistic
SCCAX
Category
Alpha (against Standard Index)
5.09
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
4.07
0.05
R-squared (against Standard Index)
81
78.99
Standard Deviation
18.71
19.17
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.10
N/A
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