ClearBridge Special Investment Trust

Scorecard
2 / 5 Stars
Lipper
1 1 2 4 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
1 / 5 Stars
TheStreet.com
D- (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.11
Mean 1.06
Sharpe Ratio 0.74
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 86.09 93.79
Beta 1.3 0.96
Alpha -8.23 -1.76