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ClearBridge Equity Income A (SOPAX)

19.65 Up 0.06(0.31%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:1
Number of Years Up18
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2003):36.19%
Worst 1 Yr Total Return(Dec 30, 2008):-35.59%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOPAXCategory
Alpha (against Standard Index)3.10-1.33
Beta (against Standard Index)0.741.01
Mean Annual Return1.271.27
R-squared (against Standard Index)92.2193.11
Standard Deviation9.3712.76
Sharpe Ratio1.621.21
Treynor Ratio21.3615.60
5 Years
StatisticSOPAXCategory
Alpha (against Standard Index)2.37-1.35
Beta (against Standard Index)0.721.00
Mean Annual Return1.181.26
R-squared (against Standard Index)91.5593.90
Standard Deviation9.8513.54
Sharpe Ratio1.431.12
Treynor Ratio20.2915.37
10 Years
StatisticSOPAXCategory
Alpha (against Standard Index)0.76-0.54
Beta (against Standard Index)0.761.00
Mean Annual Return0.650.69
R-squared (against Standard Index)87.8093.42
Standard Deviation11.8315.20
Sharpe Ratio0.530.45
Treynor Ratio7.605.88