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Thursday, December 10, 2009, 4:12PM ET - U.S. Markets Closed. Dow Up 0.67% Nasdaq Up 0.33%
Legg Mason ClearBridge Convertible C (SMCLX)On Dec 4: 13.93  Up 0.09 (0.65%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):10.28%
Worst 1 Yr Total Return (2008):-42.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSMCLXCategory
Alpha (against Standard Index)0.78-0.75
Beta (against Standard Index)1.591.22
Mean Annual Return-1.270.03
R-squared (against Standard Index)8180.59
Standard Deviation23.1517.91
Sharpe Ratio-0.04N/A
Treynor Ratio-2.31N/A
5 Years
StatisticSMCLXCategory
Alpha (against Standard Index)-1.85-1.78
Beta (against Standard Index)1.551.22
Mean Annual Return2.720.32
R-squared (against Standard Index)8080.06
Standard Deviation18.4914.68
Sharpe Ratio0.08N/A
Treynor Ratio-0.20N/A
10 Years
StatisticSMCLXCategory
Alpha (against Standard Index)0.02-0.29
Beta (against Standard Index)1.361.20
Mean Annual Return4.830.44
R-squared (against Standard Index)7671.30
Standard Deviation15.5114.17
Sharpe Ratio0.20N/A
Treynor Ratio1.37N/A

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