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Thursday, December 17, 2009, 4:33AM ET - U.S. Markets open in 4 hours and 57 minutes. Dow Down 0.10% Nasdaq  0.00%
Legg Mason ClearBridge Divers LgCpGr C (SMDLX)On Dec 16: 13.45  Up 0.08 (0.60%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):13.29%
Worst 1 Yr Total Return (2008):-40.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSMDLXCategory
Alpha (against Standard Index)0.602.20
Beta (against Standard Index)0.970.99
Mean Annual Return-5.06-0.14
R-squared (against Standard Index)9088.76
Standard Deviation20.1721.04
Sharpe Ratio-0.27N/A
Treynor Ratio-7.59N/A
5 Years
StatisticSMDLXCategory
Alpha (against Standard Index)-1.740.80
Beta (against Standard Index)0.951.01
Mean Annual Return-0.980.24
R-squared (against Standard Index)8986.59
Standard Deviation16.1417.50
Sharpe Ratio-0.16N/A
Treynor Ratio-4.17N/A
10 Years
StatisticSMDLXCategory
Alpha (against Standard Index)-3.41-0.13
Beta (against Standard Index)1.001.04
Mean Annual Return-4.030.05
R-squared (against Standard Index)9078.99
Standard Deviation17.0019.17
Sharpe Ratio-0.33N/A
Treynor Ratio-6.98N/A

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