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Thursday, December 10, 2009, 1:12AM ET - U.S. Markets open in 8 hours and 18 minutes. Dow Up 0.50% Nasdaq Up 0.49%
Legg Mason ClearBridge Capital and Inc B (SOPTX)On Dec 9: 11.49   0.00 (0.00%)  
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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):11.03%
Worst 1 Yr Total Return (2008):-35.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSOPTXCategory
Alpha (against Standard Index)-6.52-2.88
Beta (against Standard Index)1.161.08
Mean Annual Return-6.50-0.13
R-squared (against Standard Index)8893.44
Standard Deviation16.3414.69
Sharpe Ratio-0.48N/A
Treynor Ratio-7.66N/A
5 Years
StatisticSOPTXCategory
Alpha (against Standard Index)-4.73-2.47
Beta (against Standard Index)1.161.06
Mean Annual Return-0.160.23
R-squared (against Standard Index)8892.52
Standard Deviation13.3411.89
Sharpe Ratio-0.17N/A
Treynor Ratio-2.74N/A
10 Years
StatisticSOPTXCategory
Alpha (against Standard Index)-2.41-2.17
Beta (against Standard Index)1.161.05
Mean Annual Return2.330.26
R-squared (against Standard Index)8586.72
Standard Deviation12.5211.31
Sharpe Ratio0.01N/A
Treynor Ratio-0.55N/A

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