LEGG risk analysis

Use LEGG MASON PARTNERS CORPORATE L risk analysis within your current portfolio analysis strategies to enhance returns of your portfolios and to find right Fund diversification strategy.  Evaluate Positions

Projected Return Density against Market

Assuming 30 trading days horizon, LEGG has beta of 0.08 . This means as returns on market go up, LEGG avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding LEGG MASON PARTNERS CORPORATE L will be expected to be much smaller as well. Moreover, LEGG MASON PARTNERS CORPORATE L has alpha of 0.08 implying that it can potentially generate 0.08% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of LEGG is 958.41. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.13. The mean deviation of LEGG MASON PARTNERS CORPORATE L is currently at 0.07. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	0.08	Details
	(beta)	=	0.08	Details
	(volatility)	=	0.13	Details

Actual Return Volatility

LEGG MASON PARTNERS CORPORATE L shows 0.13% volatility of returns over 30 trading days. S&P 500 shows 0.57% volatility of returns over 30 trading days.