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Legg Mason ClearBridge Investors Val C (SINOX)

On Jan 5: 15.91   0.01 (0.06%)

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Risk  As of 30-Nov-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): 16.64% Worst 1 Yr Total Return (2008): -35.94% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic SINOX Category Alpha (against Standard Index) -1.58 -1.37 Beta (against Standard Index) 0.92 1.02 Mean Annual Return -6.55 -0.45 R-squared (against Standard Index) 95 94.58 Standard Deviation 18.64 20.79 Sharpe Ratio -0.39 N/A Treynor Ratio -9.61 N/A 5 Years Statistic SINOX Category Alpha (against Standard Index) -0.90 -0.29 Beta (against Standard Index) 0.91 1.01 Mean Annual Return 0.06 0.14 R-squared (against Standard Index) 95 93.49 Standard Deviation 15.07 16.81 Sharpe Ratio -0.12 N/A Treynor Ratio -3.21 N/A 10 Years Statistic SINOX Category Alpha (against Standard Index) 2.32 2.74 Beta (against Standard Index) 0.95 0.88 Mean Annual Return 1.83 0.31 R-squared (against Standard Index) 88 81.33 Standard Deviation 16.45 15.97 Sharpe Ratio 0.02 N/A Treynor Ratio -1.15 N/A
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