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Legg Mason ClearBridge Small Cap Gr C (SCSMX)
On
Dec 24
:
12.32
0.03
(0.24%)
MORE ON SCSMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.26%
Worst 1 Yr Total Return
(2008)
:
-41.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SCSMX
Category
Alpha (against Standard Index)
1.93
0.16
Beta (against Standard Index)
1.11
1.12
Mean Annual Return
-5.45
-0.38
R-squared (against Standard Index)
86
84.86
Standard Deviation
23.71
24.29
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.97
N/A
5 Years
Statistic
SCSMX
Category
Alpha (against Standard Index)
0.20
-0.01
Beta (against Standard Index)
1.14
1.17
Mean Annual Return
-0.07
0.16
R-squared (against Standard Index)
80
80.32
Standard Deviation
20.43
20.99
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.67
N/A
10 Years
Statistic
SCSMX
Category
Alpha (against Standard Index)
4.97
4.06
Beta (against Standard Index)
1.15
1.16
Mean Annual Return
2.74
0.37
R-squared (against Standard Index)
65
57.27
Standard Deviation
23.13
25.21
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.16
N/A
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