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Legg Mason ClearBridge Convertible C (SMCLX)
On
Dec 4
:
13.93
0.09
(0.65%)
MORE ON SMCLX
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Risk
As of 31-Oct-09
Get
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
Statistic
SMCLX
Category
Alpha (against Standard Index)
0.78
-0.75
Beta (against Standard Index)
1.59
1.22
Mean Annual Return
-1.27
0.03
R-squared (against Standard Index)
81
80.59
Standard Deviation
23.15
17.91
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.31
N/A
5 Years
Statistic
SMCLX
Category
Alpha (against Standard Index)
-1.85
-1.78
Beta (against Standard Index)
1.55
1.22
Mean Annual Return
2.72
0.32
R-squared (against Standard Index)
80
80.06
Standard Deviation
18.49
14.68
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
SMCLX
Category
Alpha (against Standard Index)
0.02
-0.29
Beta (against Standard Index)
1.36
1.20
Mean Annual Return
4.83
0.44
R-squared (against Standard Index)
76
71.30
Standard Deviation
15.51
14.17
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.37
N/A
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