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Legg Mason ClearBridge Capital C (SCCCX)
On
Dec 30
:
17.93
0.03
(0.17%)
MORE ON SCCCX
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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)
:
13.31%
Worst 1 Yr Total Return
(2008)
:
-42.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCCCX
Category
Alpha (against Standard Index)
-0.63
2.20
Beta (against Standard Index)
1.08
0.99
Mean Annual Return
-7.38
-0.14
R-squared (against Standard Index)
89
88.76
Standard Deviation
22.59
21.04
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.96
N/A
5 Years
Statistic
SCCCX
Category
Alpha (against Standard Index)
-1.26
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-1.03
0.24
R-squared (against Standard Index)
88
86.59
Standard Deviation
18.41
17.50
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.73
N/A
10 Years
Statistic
SCCCX
Category
Alpha (against Standard Index)
4.32
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
3.28
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
18.68
19.17
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.34
N/A
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