ClearBridge Large Cap Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.52
Mean 1.26
Sharpe Ratio 1.2
Bear Market Decile Rank 34

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 95.61 97.26
Beta 1.0 0.95
Alpha -1.07 -0.64