ClearBridge Small Cap Growth Fund

Scorecard
4 / 5 Stars
Lipper
4 4 3 2 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 1.36
Sharpe Ratio 0.93
Bear Market Decile Rank 29

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 74.96 92.51
Beta 1.24 1.01
Alpha -3.67 1.41