ClearBridge Special Investment Trust

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.28
Mean 0.88
Sharpe Ratio 0.6
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Value TR USD
R-Squared 87.72 92.97
Beta 1.3 1.14
Alpha -7.94 -7.65

See Also:

Top Legg Mason Funds