Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMBGX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS IS) | NA | -6.32% | 10.96% | 9.49% | NA | NA | NA | … | … |
Data as of 10/28/2022, Common starting date is 11/04/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBGX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS IS) | 11/04/2014 | 10/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.90 | -6.32 | 10.96 | 9.49 | NA | NA | NA | … | … | -7.55 | 10.37 | 7.46 | 22.40 | -9.17 | 21.95 | 10.57 | -3.69 | 3.96 |
| Sharpe Ratio | NA | -0.33 | 0.40 | 0.38 | NA | NA | NA | … | … | -0.45 | 0.45 | 0.20 | 1.33 | -0.60 | 2.37 | 0.69 | -0.23 | 2.20 |
| Standard Deviation(%) | NA | 21.55 | 26.10 | 22.62 | NA | NA | NA | … | … | 22.51 | 22.98 | 36.73 | 15.82 | 17.44 | 9.01 | 14.90 | 15.84 | 12.97 |
| Draw Down(%) | NA | 19.53 | 36.63 | 36.63 | NA | NA | NA | … | … | 19.53 | 18.91 | 36.63 | 9.05 | 21.18 | 4.74 | 12.12 | 14.19 | 5.23 |
| Yield(%) | 0.00 | 14.84 | 9.78 | 8.48 | 5.64 | 3.76 | 2.82 | … | … | 0.90 | 18.12 | 5.38 | 4.86 | 9.45 | 3.36 | 1.52 | 3.08 | 0.43 |
Data as of 10/28/2022, Common starting date is 11/04/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBGX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS IS) |
0.69%
Mar 2017 – Mar 2020 |
1.74%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBGX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS IS) |
20.88%
Dec 2018 – Dec 2021 |
16.14%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart