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LEGG performance

 
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LEGG MASON PARTNERS

Fund@NASDAQ Stock Exchange 
United States USD
   
Use LEGG MASON PARTNERS CORPORATE L performance within your current portfolio analysis strategies to protect against small markets fluctuations and to find right Fund diversification strategy.  Evaluate Positions
Investment horizon: 
  30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,306  in LEGG MASON PARTNERS CORPORATE L on April 19, 2013 and sell it today you would earn a total of  11.00  from holding LEGG MASON PARTNERS CORPORATE L or generate 0.84% return on investment over 30 days. LEGG MASON PARTNERS CORPORATE L is currently producing 0.04% returns and takes up 0.05% volatility of returns over 30 trading days. Put another way, 0% of traded equities are less volatile than the company and 98% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
 
Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, LEGG MASON PARTNERS CORPORATE L is expected to generate 8.25 times less return on investment than the market. But when comparing it to its historical volatility, the company is 11.0 times less risky than the market. It trades about 0.8 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.6 of returns per unit of risk over similar time horizon.

LEGG
Performance
42
Out Of
100
Over 30
Days
58% of all equities and portfolios perform better than LEGG MASON PARTNERS CORPORATE L. Compared with the overall equity markets, risk-adjusted returns on investments in LEGG MASON PARTNERS CORPORATE L are ranked lower than 42 (%) of all global equities and portfolios over the last 30 days.
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1 Month Efficiency (a.k Sharpe Ratio) ...

0.78

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Estimated Market Risk

 0.05
  actual daily
 
 1 %
of total potential
 
Market Risk score

Expected Return

 0.04
  actual daily
 
 2 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.78
  actual daily
 
 42 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average LEGG is performing at about 42% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of LEGG by adding it to a well-diversified portfolio.
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