ClearBridge Equity Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.75
Mean 1.05
Sharpe Ratio 1.29
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 92.6
Beta 0.75
Alpha 1.93

See Also:

Top Legg Mason Funds