Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, February 10, 2010, 5:51AM ET - U.S. Markets open in 3 hours and 39 minutes. Dow Up 1.52% Nasdaq  0.00%
Legg Mason ClearBridge Investors Val C (SINOX)On Feb 9: 15.04  Up 0.19 (1.28%)  
MORE ON SINOX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Jan-10Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2009):22.83%
Worst 1 Yr Total Return (2008):-35.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSINOXCategory
Alpha (against Standard Index)-1.89-1.25
Beta (against Standard Index)0.911.01
Mean Annual Return-8.14-0.57
R-squared (against Standard Index)9694.65
Standard Deviation18.6220.74
Sharpe Ratio-0.47N/A
Treynor Ratio-11.07N/A
5 Years
StatisticSINOXCategory
Alpha (against Standard Index)-0.73-0.23
Beta (against Standard Index)0.911.01
Mean Annual Return-0.260.11
R-squared (against Standard Index)9593.42
Standard Deviation15.0616.80
Sharpe Ratio-0.13N/A
Treynor Ratio-3.47N/A
10 Years
StatisticSINOXCategory
Alpha (against Standard Index)2.513.13
Beta (against Standard Index)0.970.89
Mean Annual Return1.750.32
R-squared (against Standard Index)8982.22
Standard Deviation16.4515.87
Sharpe Ratio0.02N/A
Treynor Ratio-1.12N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center