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Legg Mason Batterymarch Global Eq C (SILLX)

On Feb 9: 7.86   0.13 (1.68%)

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Risk  As of 31-Jan-10 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) -6.98 0.66 Beta (against Standard Index) 0.85 0.91 Mean Annual Return -12.47 -0.31 R-squared (against Standard Index) 94 90.07 Standard Deviation 21.14 22.99 Sharpe Ratio -0.61 N/A Treynor Ratio -16.94 N/A 5 Years Statistic SILLX Category Alpha (against Standard Index) -4.44 -0.45 Beta (against Standard Index) 0.87 0.90 Mean Annual Return -1.37 0.36 R-squared (against Standard Index) 94 88.33 Standard Deviation 17.65 18.95 Sharpe Ratio -0.15 N/A Treynor Ratio -4.94 N/A 10 Years Statistic SILLX Category Alpha (against Standard Index) -4.64 -0.01 Beta (against Standard Index) 0.90 0.92 Mean Annual Return -3.01 0.25 R-squared (against Standard Index) 93 80.48 Standard Deviation 16.45 18.37 Sharpe Ratio -0.27 N/A Treynor Ratio -6.53 N/A
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