Legg Mason Risk Adjusted Performance

QLMYIX Fund  USD 6.22  0.01  0.16%   
Reference data associated with the Risk Adjusted Performance technical indicator for Legg Mason Partners. Values may reflect normalized price or volume observations.
Legg Mason Partners has current Risk Adjusted Performance of 0.0293.

RAP

 = 

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

RFR

 = 
0.0293
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 Partners is rated fourth in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 27.34 of Maximum Drawdown per Risk Adjusted Performance. At 27.34 , Legg Mason Partners's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare Legg Mason to Peers

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