ClearBridge Equity Income Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.49
Mean 1.2
Sharpe Ratio 1.51
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 92.01
Beta 0.74
Alpha 2.41