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Legg Mason ClearBridge Capital B (SPABX)
On
Dec 24
:
17.82
0.08
(0.45%)
MORE ON SPABX
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Risk
As of 30-Nov-09
Get
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
Statistic
SPABX
Category
Alpha (against Standard Index)
-0.67
2.20
Beta (against Standard Index)
1.08
0.99
Mean Annual Return
-7.41
-0.14
R-squared (against Standard Index)
89
88.76
Standard Deviation
22.59
21.04
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.99
N/A
5 Years
Statistic
SPABX
Category
Alpha (against Standard Index)
-1.28
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
-1.06
0.24
R-squared (against Standard Index)
88
86.59
Standard Deviation
18.41
17.50
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.75
N/A
10 Years
Statistic
SPABX
Category
Alpha (against Standard Index)
4.30
-0.13
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
3.26
0.05
R-squared (against Standard Index)
81
78.99
Standard Deviation
18.68
19.17
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.32
N/A
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