Finance Home - My Yahoo - Yahoo! - Help

Friday, December 18, 2009, 3:21PM ET - U.S. Markets close in 39 mins.. Dow  0.05% Nasdaq  1.14%

Legg Mason ClearBridge Fdmtl Value I (SFVYX)

On Dec 17: 12.20   0.17 (1.37%)

MORE ON SFVYX

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: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 17.45% Worst 1 Yr Total Return (2008): -37.00% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SFVYX Category Alpha (against Standard Index) -0.65 0.06 Beta (against Standard Index) 1.01 1.00 Mean Annual Return -6.52 -0.33 R-squared (against Standard Index) 97 95.82 Standard Deviation 20.31 20.42 Sharpe Ratio -0.34 N/A Treynor Ratio -8.73 N/A 5 Years Statistic SFVYX Category Alpha (against Standard Index) -0.60 0.04 Beta (against Standard Index) 1.01 1.01 Mean Annual Return 0.01 0.17 R-squared (against Standard Index) 96 95.19 Standard Deviation 16.58 16.64 Sharpe Ratio -0.09 N/A Treynor Ratio -2.94 N/A 10 Years Statistic SFVYX Category Alpha (against Standard Index) 3.10 0.81 Beta (against Standard Index) 1.03 0.96 Mean Annual Return 2.23 0.14 R-squared (against Standard Index) 88 91.13 Standard Deviation 17.72 16.39 Sharpe Ratio 0.05 N/A Treynor Ratio -0.68 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center