Legg Mason Related Correlations
LGOCX Fund | USD 8.58 0.03 0.35% |
Correlations
USG | SAGCX | LGASX | LGDCX | LGDAX | LGFEX | SAPCX | SSMMX | WAASX | ||
USG | 0.02 | 0.38 | 0.35 | 0.35 | 0.56 | 0.22 | 0.36 | 0.42 | USG | |
SAGCX | 0.02 | 0.6 | 0.75 | 0.76 | 0.68 | 0.8 | 0.53 | 0.54 | SAGCX | |
LGASX | 0.38 | 0.6 | 0.42 | 0.42 | 0.55 | 0.33 | 0.52 | 0.69 | LGASX | |
LGDCX | 0.35 | 0.75 | 0.42 | 1.0 | 0.93 | 0.92 | 0.74 | 0.56 | LGDCX | |
LGDAX | 0.35 | 0.76 | 0.42 | 1.0 | 0.93 | 0.92 | 0.74 | 0.56 | LGDAX | |
LGFEX | 0.56 | 0.68 | 0.55 | 0.93 | 0.93 | 0.86 | 0.71 | 0.54 | LGFEX | |
SAPCX | 0.22 | 0.8 | 0.33 | 0.92 | 0.92 | 0.86 | 0.57 | 0.33 | SAPCX | |
SSMMX | 0.36 | 0.53 | 0.52 | 0.74 | 0.74 | 0.71 | 0.57 | 0.79 | SSMMX | |
WAASX | 0.42 | 0.54 | 0.69 | 0.56 | 0.56 | 0.54 | 0.33 | 0.79 | WAASX | |
USG | SAGCX | LGASX | LGDCX | LGDAX | LGFEX | SAPCX | SSMMX | WAASX |
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Risk-Adjusted Indicators
There is a big difference between Legg Mutual Fund performing well and Legg Mason Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Legg Mason's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
USG | 0.48 | (0.02) | (0.10) | 0.10 | 0.66 | 0.92 | 4.48 | |||
SAGCX | 0.76 | (0.06) | (0.03) | 0.08 | 0.87 | 1.56 | 5.59 | |||
LGASX | 0.89 | (0.12) | (0.04) | 0.05 | 1.01 | 1.85 | 6.58 | |||
LGDCX | 0.32 | 0.02 | (0.06) | 0.17 | 0.16 | 0.79 | 2.32 | |||
LGDAX | 0.33 | 0.03 | (0.05) | 0.18 | 0.15 | 0.86 | 2.35 | |||
LGFEX | 0.57 | (0.01) | 0.00 | 0.12 | 0.74 | 1.15 | 6.99 | |||
SAPCX | 0.49 | 0.02 | (0.05) | 0.17 | 0.54 | 1.16 | 2.78 | |||
SSMMX | 0.13 | 0.01 | (0.51) | 0.30 | 0.00 | 0.34 | 1.21 | |||
WAASX | 0.19 | (0.01) | (0.35) | 0.11 | 0.15 | 0.33 | 1.57 |