Ratings & Risk for Legg Mason US Sm Capitalization Val A (LMZAX)

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 24.93 -0.91 -0.54
    5-Year 20.77 -0.15 -0.23
    10-Year 19.06 0.54 0.18
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 92.25 1.41 -11.38
    3-Year 82.53 1.16 -4.39
    5-Year 81.68 1.18 -3.14
    10-Year 61.22 0.92 5.86

    S&P 500 TR

    Trailing data as of 10/31/2009