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Legg Mason Batterymarch Global Eq C (SILLX)

On Dec 10: 8.26   0.05 (0.61%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 23.42% Worst 1 Yr Total Return (2008): -44.30% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SILLX Category Alpha (against Standard Index) -6.66 0.27 Beta (against Standard Index) 0.85 0.91 Mean Annual Return -10.41 -0.17 R-squared (against Standard Index) 94 90.08 Standard Deviation 21.10 22.93 Sharpe Ratio -0.52 N/A Treynor Ratio -14.88 N/A 5 Years Statistic SILLX Category Alpha (against Standard Index) -4.49 -0.86 Beta (against Standard Index) 0.87 0.90 Mean Annual Return -0.46 0.41 R-squared (against Standard Index) 94 88.40 Standard Deviation 17.61 18.93 Sharpe Ratio -0.10 N/A Treynor Ratio -3.98 N/A 10 Years Statistic SILLX Category Alpha (against Standard Index) -4.06 0.53 Beta (against Standard Index) 0.91 0.92 Mean Annual Return -2.03 0.33 R-squared (against Standard Index) 92 79.83 Standard Deviation 17.01 18.84 Sharpe Ratio -0.20 N/A Treynor Ratio -5.46 N/A
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