ClearBridge Large Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
4 4 5 4 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
5 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.54
Mean 1.35
Sharpe Ratio 1.29
Bear Market Decile Rank 31

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.54 97.2
Beta 1.0 0.95
Alpha 0.04 0.47