Ratings & Risk for Legg Mason US Sm Capitalization Val C (LMSVX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low Average
    		100
    5-Year Low Average
    		85
    10-Year Low Average
    		59
    Overall Low 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 24.87 -0.92 -0.54
    5-Year 20.73 -0.15 -0.23
    10-Year 19.04 0.53 0.18
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 92.03 1.40 -11.75
    3-Year 82.42 1.16 -4.57
    5-Year 81.57 1.18 -3.24
    10-Year 61.15 0.92 5.81

    S&P 500 TR

    Trailing data as of 10/31/2009