Finance Home - My Yahoo - Yahoo! - Help

Sunday, December 20, 2009, 12:31AM ET - U.S. Markets Closed. Dow  0.20% Nasdaq  1.45%

Legg Mason ClearBridge Fdmtl Value C (SFVCX)

On Dec 18: 10.91   0.04 (0.37%)

MORE ON SFVCX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 16.22% Worst 1 Yr Total Return (2008): -37.93% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SFVCX Category Alpha (against Standard Index) -1.85 0.06 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -7.60 -0.33 R-squared (against Standard Index) 97 95.82 Standard Deviation 20.24 20.42 Sharpe Ratio -0.40 N/A Treynor Ratio -9.85 N/A 5 Years Statistic SFVCX Category Alpha (against Standard Index) -1.77 0.04 Beta (against Standard Index) 1.01 1.01 Mean Annual Return -1.14 0.17 R-squared (against Standard Index) 96 95.19 Standard Deviation 16.53 16.64 Sharpe Ratio -0.16 N/A Treynor Ratio -4.10 N/A 10 Years Statistic SFVCX Category Alpha (against Standard Index) 1.93 0.81 Beta (against Standard Index) 1.02 0.96 Mean Annual Return 1.06 0.14 R-squared (against Standard Index) 88 91.13 Standard Deviation 17.69 16.39 Sharpe Ratio -0.01 N/A Treynor Ratio -1.82 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center