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Legg Mason ClearBridge Fdmtl Value A (SHFVX)

On Dec 9: 11.65   0.02 (0.17%)

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Risk  As of 31-Oct-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): 16.91% Worst 1 Yr Total Return (2008): -37.49% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SHFVX Category Alpha (against Standard Index) -0.15 0.38 Beta (against Standard Index) 1.02 1.00 Mean Annual Return -7.42 -0.41 R-squared (against Standard Index) 97 95.50 Standard Deviation 20.23 20.09 Sharpe Ratio -0.40 N/A Treynor Ratio -9.64 N/A 5 Years Statistic SHFVX Category Alpha (against Standard Index) -0.37 0.26 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -0.18 0.16 R-squared (against Standard Index) 96 94.84 Standard Deviation 16.67 16.47 Sharpe Ratio -0.11 N/A Treynor Ratio -3.13 N/A 10 Years Statistic SHFVX Category Alpha (against Standard Index) 2.96 0.84 Beta (against Standard Index) 1.03 0.97 Mean Annual Return 1.67 0.11 R-squared (against Standard Index) 88 91.16 Standard Deviation 17.71 16.35 Sharpe Ratio 0.02 N/A Treynor Ratio -1.26 N/A
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