ClearBridge Equity Income Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 9.74
Mean 1.1
Sharpe Ratio 1.35
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 92.41
Beta 0.75
Alpha 2.26

See Also:

Top Legg Mason Funds