ClearBridge Large Cap Value Fund

Scorecard
3 / 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 02.28.2014

Standard Deviation 12.67
Mean 1.2
Sharpe Ratio 1.13
Bear Market Decile Rank 30

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.83 97.05
Beta 0.99 0.94
Alpha 0.2 1.06

See Also:

Top Legg Mason Funds