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Sunday, December 27, 2009, 9:55AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Legg Mason ClearBridge Capital B (SPABX)On Dec 24: 17.82  Up 0.08 (0.45%)  
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Risk  As of 30-Nov-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 (2004):13.30%
Worst 1 Yr Total Return (2008):-42.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticSPABXCategory
Alpha (against Standard Index)-0.672.20
Beta (against Standard Index)1.080.99
Mean Annual Return-7.41-0.14
R-squared (against Standard Index)8988.76
Standard Deviation22.5921.04
Sharpe Ratio-0.33N/A
Treynor Ratio-8.99N/A
5 Years
StatisticSPABXCategory
Alpha (against Standard Index)-1.280.80
Beta (against Standard Index)1.081.01
Mean Annual Return-1.060.24
R-squared (against Standard Index)8886.59
Standard Deviation18.4117.50
Sharpe Ratio-0.12N/A
Treynor Ratio-3.75N/A
10 Years
StatisticSPABXCategory
Alpha (against Standard Index)4.30-0.13
Beta (against Standard Index)1.041.04
Mean Annual Return3.260.05
R-squared (against Standard Index)8178.99
Standard Deviation18.6819.17
Sharpe Ratio0.11N/A
Treynor Ratio0.32N/A

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