Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) | 14.07% | 36.95% | 20.05% | 9.06% | 11.14% | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 03/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) | 03/27/2012 | 06/09/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.78 | 36.95 | 20.05 | 9.06 | 11.14 | NA | NA | … | … | 14.07 | 20.33 | 10.11 | 18.94 | -15.05 | 30.80 | 11.51 | 20.93 | -15.54 | 9.05 | 20.01 | -4.55 | 9.47 | 38.25 | 1.98 |
| Sharpe Ratio | NA | 1.91 | 0.87 | 0.30 | 0.41 | NA | NA | … | … | 1.57 | 0.78 | 0.32 | 0.80 | -0.61 | 1.40 | 0.25 | 1.15 | -0.93 | 0.71 | 1.07 | -0.27 | 0.57 | 2.51 | 0.15 |
| Standard Deviation(%) | NA | 18.60 | 20.59 | 21.96 | 23.60 | NA | NA | … | … | 19.60 | 22.51 | 20.28 | 19.19 | 27.12 | 21.99 | 44.59 | 16.90 | 18.22 | 11.85 | 18.52 | 16.89 | 16.58 | 15.25 | 16.87 |
| Draw Down(%) | NA | 9.18 | 26.76 | 27.50 | 50.08 | NA | NA | … | … | 9.18 | 22.54 | 9.94 | 14.78 | 24.55 | 10.79 | 46.73 | 13.59 | 28.52 | 6.85 | 15.52 | 16.05 | 11.50 | 6.08 | 13.40 |
| Yield(%) | 0.00 | 7.52 | 6.06 | 7.08 | 8.03 | 8.50 | 6.38 | … | … | 0.00 | 7.53 | 4.62 | 4.57 | 4.67 | 25.21 | 4.13 | 2.01 | 8.81 | 9.11 | 6.52 | 6.85 | 11.52 | 11.27 | 1.21 |
Data as of 06/09/2026, Common starting date is 03/27/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) |
-9.90%
Mar 2017 – Mar 2020 |
-4.44%
Mar 2015 – Mar 2020 |
6.02%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) |
23.65%
Mar 2020 – Mar 2023 |
17.73%
Mar 2020 – Mar 2025 |
11.61%
Jan 2016 – Jan 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart