Ratings & Risk for Legg Mason Classic Valuation Inst (LMCIX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Above Average
    		312
    5-Year Below Average High
    		276
    10-Year — — — 183
    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 23.43 -0.85 -0.54
    5-Year 19.44 0.02 -0.14
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 96.56 1.23 -7.49
    3-Year 93.61 1.16 -3.70
    5-Year 92.85 1.17 -1.11
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009