ClearBridge Small Cap Growth Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.5
Mean 1.39
Sharpe Ratio 0.95
Bear Market Decile Rank 28

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Growth TR USD
R-Squared 74.97 92.49
Beta 1.24 1.01
Alpha -3.34 1.74