Legg Mason BW Diversified Large Cap Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.26
Mean 1.17
Sharpe Ratio 1.14
Bear Market Decile Rank 24

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 97.01 98.07
Beta 0.97 0.92
Alpha 0.31 1.15

See Also:

Top Legg Mason Funds