Ratings & Risk for Legg Mason ClearBridge Dividend Strat 1 (CSGWX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Low
    		514
    5-Year Above Average Low
    		442
    10-Year Below Average Below Average
    		300
    Overall Average Below Average
    		—
    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 15.64 -0.22 -0.32
    5-Year 12.71 0.17 -0.07
    10-Year 14.67 -0.02 -0.21
    15-Year 15.10 0.61 0.24
    20-Year 14.78 0.68 0.29
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 97.45 0.80 1.13
    3-Year 97.04 0.79 1.07
    5-Year 95.93 0.78 0.12
    10-Year 93.52 0.88 -0.89

    S&P 500 TR

    Trailing data as of 10/31/2009