Legg Mason Risk Adjusted Performance

LBISX Fund  USD 23.45  0.31  1.34%   
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Legg Mason Bw has current Risk Adjusted Performance of 0.1239.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1239
ER[a] = Expected return on investing in Legg Mason
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Legg Mason Risk Adjusted Performance Peers Comparison

Legg Risk Adjusted Performance Relative To Other Indicators

Legg Mason Bw is rated second overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  38.08  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Legg Mason Bw is roughly  38.08 
Compare Legg Mason to Peers

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