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Sunday, December 27, 2009, 5:17PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Legg Mason ClearBridge Investors Val A (SINAX)On Dec 24: 16.15  Up 0.07 (0.44%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):17.63%
Worst 1 Yr Total Return (2008):-35.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSINAXCategory
Alpha (against Standard Index)-0.87-1.37
Beta (against Standard Index)0.921.02
Mean Annual Return-5.87-0.45
R-squared (against Standard Index)9694.58
Standard Deviation18.6220.79
Sharpe Ratio-0.35N/A
Treynor Ratio-8.88N/A
5 Years
StatisticSINAXCategory
Alpha (against Standard Index)-0.12-0.29
Beta (against Standard Index)0.911.01
Mean Annual Return0.840.14
R-squared (against Standard Index)9593.49
Standard Deviation15.0616.81
Sharpe Ratio-0.06N/A
Treynor Ratio-2.35N/A
10 Years
StatisticSINAXCategory
Alpha (against Standard Index)3.122.74
Beta (against Standard Index)0.950.88
Mean Annual Return2.650.31
R-squared (against Standard Index)8981.33
Standard Deviation16.4515.97
Sharpe Ratio0.07N/A
Treynor Ratio-0.29N/A

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