Ratings & Risk for Legg Mason Cap Mgmt Value C (LMVTX)

Morningstar Category: Large Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low High
    		514
    5-Year Low High
    		442
    10-Year Low High
    		300
    Overall Low High
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 27.59 -1.22 -0.62
    5-Year 23.00 -0.37 -0.32
    10-Year 21.74 -0.07 -0.17
    15-Year 21.28 0.85 0.31
    20-Year 19.73 0.81 0.29
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 90.80 1.39 5.75
    3-Year 92.27 1.36 -6.54
    5-Year 90.18 1.37 -5.57
    10-Year 86.95 1.26 -0.53

    S&P 500 TR

    Trailing data as of 10/31/2009