Ratings & Risk for Legg Mason Cap Mgmt Special Inv A (LMSAX)

Morningstar Category: Mid-Cap Blend
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low High
    		138
    5-Year Low High
    		112
    10-Year Below Average High
    		78
    Overall Below Average 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 32.65 -0.43 -0.23
    5-Year 26.89 0.20 -0.02
    10-Year 25.31 0.49 0.12
    15-Year 23.88 0.95 0.32
    20-Year 21.98 0.97 0.35
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 85.95 1.50 22.63
    3-Year 85.24 1.54 4.40
    5-Year 83.77 1.55 1.48
    10-Year 74.29 1.35 6.43

    S&P 500 TR

    Trailing data as of 10/31/2009