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Monday, December 21, 2009, 1:01PM ET - U.S. Markets close in 2 hours and 59 minutes. Dow Up 1.05% Nasdaq Up 1.19%
Legg Mason ClearBridge Aggressive Gr A (SHRAX)On Dec 18: 87.60  Up 0.71 (0.82%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):12.55%
Worst 1 Yr Total Return (2008):-42.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSHRAXCategory
Alpha (against Standard Index)-3.982.20
Beta (against Standard Index)1.060.99
Mean Annual Return-10.35-0.14
R-squared (against Standard Index)8788.76
Standard Deviation22.5121.04
Sharpe Ratio-0.47N/A
Treynor Ratio-11.94N/A
5 Years
StatisticSHRAXCategory
Alpha (against Standard Index)-1.800.80
Beta (against Standard Index)1.081.01
Mean Annual Return-1.640.24
R-squared (against Standard Index)8586.59
Standard Deviation18.6917.50
Sharpe Ratio-0.15N/A
Treynor Ratio-4.30N/A
10 Years
StatisticSHRAXCategory
Alpha (against Standard Index)3.42-0.13
Beta (against Standard Index)1.101.04
Mean Annual Return1.700.05
R-squared (against Standard Index)7178.99
Standard Deviation21.2219.17
Sharpe Ratio0.05N/A
Treynor Ratio-1.11N/A

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