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Saturday, December 26, 2009, 4:28PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Legg Mason ClearBridge Small Cap Gr C (SCSMX)On Dec 24: 12.32  Up 0.03 (0.24%)  
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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):14.26%
Worst 1 Yr Total Return (2008):-41.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSCSMXCategory
Alpha (against Standard Index)1.930.16
Beta (against Standard Index)1.111.12
Mean Annual Return-5.45-0.38
R-squared (against Standard Index)8684.86
Standard Deviation23.7124.29
Sharpe Ratio-0.21N/A
Treynor Ratio-6.97N/A
5 Years
StatisticSCSMXCategory
Alpha (against Standard Index)0.20-0.01
Beta (against Standard Index)1.141.17
Mean Annual Return-0.070.16
R-squared (against Standard Index)8080.32
Standard Deviation20.4320.99
Sharpe Ratio-0.04N/A
Treynor Ratio-2.67N/A
10 Years
StatisticSCSMXCategory
Alpha (against Standard Index)4.974.06
Beta (against Standard Index)1.151.16
Mean Annual Return2.740.37
R-squared (against Standard Index)6557.27
Standard Deviation23.1325.21
Sharpe Ratio0.11N/A
Treynor Ratio-0.16N/A

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