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    ClearBridge Dividend Strategy A (SOPAX)

    19.24 Down 0.08(0.41%) Jul 27

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:1
    Number of Years Up19
    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)-1.88-1.03
    Beta (against Standard Index)0.870.98
    Mean Annual Return1.041.26
    R-squared (against Standard Index)90.8587.52
    Standard Deviation7.829.02
    Sharpe Ratio1.581.67
    Treynor Ratio14.6715.98
    5 Years
    StatisticSOPAXCategory
    Alpha (against Standard Index)1.22-2.07
    Beta (against Standard Index)0.771.01
    Mean Annual Return1.181.24
    R-squared (against Standard Index)91.6092.72
    Standard Deviation9.6112.55
    Sharpe Ratio1.461.19
    Treynor Ratio18.9015.17
    10 Years
    StatisticSOPAXCategory
    Alpha (against Standard Index)0.09-1.16
    Beta (against Standard Index)0.761.01
    Mean Annual Return0.590.63
    R-squared (against Standard Index)88.1593.23
    Standard Deviation11.9615.37
    Sharpe Ratio0.480.41
    Treynor Ratio6.765.32