ClearBridge Large Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.66
Mean 1.1
Sharpe Ratio 1.04
Bear Market Decile Rank 34

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 95.85 97.09
Beta 0.99 0.94
Alpha -0.9 -0.04

See Also:

Top Legg Mason Funds