Legg Mason Royce US Small Cap Opportunity Fund Class A US$ Distributing (A)

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Morningstar Rating™(Relative to Category)30/09/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearAverageHigh2 star
5-YearAverageHigh2 star
10-YearAverageHigh2 star
OverallAverageHigh2 star
 
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1 Year Daily Volatility Chart (annualised)
  • Legg Mason Royce US Small Cap Opportunity Fund Class A US$ Distributing (A)
  • Russell 2000 TR USD
%
Volatility Measurements30/09/2021
 
3-Yr Std Dev28.48 %
3-Yr Mean Return16.96 %
 
3-Yr Sharpe Ratio0.54
 
Modern Portfolio Statistics30/09/202130/09/2021
 Standard IndexBest Fit Index
 Russell 2000 TR USD  Russell 2000 TR USD
3-Yr Beta1.241.24
3-Yr Alpha1.781.78
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)