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Sunday, December 20, 2009, 4:33PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Legg Mason Barrett Financial Services C (SFSLX)On Dec 18: 9.84  Up 0.09 (0.92%)  
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Risk  As of 30-Nov-09Get 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
StatisticSFSLXCategory
Alpha (against Standard Index)-7.36-6.82
Beta (against Standard Index)0.731.25
Mean Annual Return-10.55-1.03
R-squared (against Standard Index)7274.94
Standard Deviation17.0228.68
Sharpe Ratio-0.70N/A
Treynor Ratio-17.58N/A
5 Years
StatisticSFSLXCategory
Alpha (against Standard Index)-4.15-5.00
Beta (against Standard Index)0.731.23
Mean Annual Return-2.84-0.27
R-squared (against Standard Index)7072.88
Standard Deviation13.9723.25
Sharpe Ratio-0.35N/A
Treynor Ratio-7.97N/A
10 Years
StatisticSFSLXCategory
Alpha (against Standard Index)4.603.88
Beta (against Standard Index)0.640.91
Mean Annual Return4.390.40
R-squared (against Standard Index)2754.16
Standard Deviation19.8520.04
Sharpe Ratio0.16N/A
Treynor Ratio2.27N/A

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