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Legg Mason Barrett Financial Services C (SFSLX)
On
Dec 18
:
9.84
0.09
(0.92%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
13.79%
Worst 1 Yr Total Return
(2008)
:
-25.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SFSLX
Category
Alpha (against Standard Index)
-7.36
-6.82
Beta (against Standard Index)
0.73
1.25
Mean Annual Return
-10.55
-1.03
R-squared (against Standard Index)
72
74.94
Standard Deviation
17.02
28.68
Sharpe Ratio
-0.70
N/A
Treynor Ratio
-17.58
N/A
5 Years
Statistic
SFSLX
Category
Alpha (against Standard Index)
-4.15
-5.00
Beta (against Standard Index)
0.73
1.23
Mean Annual Return
-2.84
-0.27
R-squared (against Standard Index)
70
72.88
Standard Deviation
13.97
23.25
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-7.97
N/A
10 Years
Statistic
SFSLX
Category
Alpha (against Standard Index)
4.60
3.88
Beta (against Standard Index)
0.64
0.91
Mean Annual Return
4.39
0.40
R-squared (against Standard Index)
27
54.16
Standard Deviation
19.85
20.04
Sharpe Ratio
0.16
N/A
Treynor Ratio
2.27
N/A
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