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Legg Mason ClearBridge Dividend Strat C (SCPLX)
On
Dec 18
:
14.60
0.03
(0.21%)
MORE ON SCPLX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
17.18%
Worst 1 Yr Total Return
(2008)
:
-28.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCPLX
Category
Alpha (against Standard Index)
0.80
-1.37
Beta (against Standard Index)
0.79
1.02
Mean Annual Return
-3.09
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
15.98
20.79
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-6.77
N/A
5 Years
Statistic
SCPLX
Category
Alpha (against Standard Index)
-0.32
-0.29
Beta (against Standard Index)
0.78
1.01
Mean Annual Return
1.07
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
12.88
16.81
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.44
N/A
10 Years
Statistic
SCPLX
Category
Alpha (against Standard Index)
-1.82
2.74
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
-1.88
0.31
R-squared (against Standard Index)
93
81.33
Standard Deviation
14.74
15.97
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-5.47
N/A
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