Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LAAAX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS A) | NA | 146,031.56% | 931.25% | 312.49% | 108.33% | 64.61% | 45.32% | … | … |
Data as of 10/29/2024, Common starting date is 11/20/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAAAX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS A) | 11/20/2002 | 10/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 122,671.08 | 146,031.56 | 931.25 | 312.49 | 108.33 | 64.61 | 45.32 | … | … | -2.58 | 15.70 | -21.05 | -3.38 | 6.56 | 16.42 | -5.84 | 14.89 | 6.16 | 1.07 | 8.00 | -19.27 | 13.07 | 23.00 | -27.33 | 7.23 | 11.17 | 5.28 | 9.27 | 19.05 | -1.55 |
| Sharpe Ratio | NA | 1.08 | -0.58 | -0.25 | 0.08 | NA | NA | … | … | -1.02 | 0.78 | -1.63 | -0.52 | 0.54 | 2.59 | -1.19 | 3.25 | 0.71 | 0.18 | 1.08 | -0.06 | 1.19 | 1.41 | -1.18 | 0.41 | 1.03 | 0.46 | 1.09 | 1.95 | -1.23 |
| Standard Deviation(%) | NA | 11.41 | 12.99 | 11.68 | 9.36 | NA | NA | … | … | 10.09 | 14.87 | 13.84 | 6.60 | 11.75 | 5.79 | 6.04 | 4.41 | 8.38 | 5.65 | 7.41 | 46.20 | 10.87 | 16.22 | 23.91 | 10.25 | 7.65 | 6.82 | 7.65 | 9.43 | 11.70 |
| Draw Down(%) | NA | 10.85 | 29.66 | 30.65 | 30.65 | NA | NA | … | … | 10.33 | 15.34 | 29.09 | 9.37 | 21.33 | 3.18 | 10.46 | 2.09 | 7.75 | 4.59 | 4.90 | 23.57 | 8.91 | 16.41 | 37.05 | 6.71 | 7.59 | 4.83 | 6.65 | 8.19 | 3.41 |
| Yield(%) | 0.00 | 0.10 | 0.81 | 2.43 | 3.19 | 2.56 | 1.92 | … | … | 98.76 | 0.10 | 0.00 | 2.33 | 0.00 | 10.96 | 2.17 | 5.39 | 1.99 | 6.51 | 4.19 | 2.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/29/2024, Common starting date is 11/20/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAAAX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS A) |
-7.45%
Oct 2019 – Oct 2022 |
-2.91%
Oct 2017 – Oct 2022 |
1.55%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAAAX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS A) |
8.46%
Oct 2018 – Oct 2021 |
7.34%
Dec 2015 – Dec 2020 |
3.46%
Dec 2013 – Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart