Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMGOX (Legg Mason Cap Mgmt All Cap 1) | NA | 23.82% | 12.71% | 20.35% | NA | NA | NA | … | … |
Data as of 12/19/2013, Common starting date is 02/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMGOX (Legg Mason Cap Mgmt All Cap 1) | 02/08/2007 | 12/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.82 | 12.71 | 20.35 | NA | NA | NA | … | … | 24.22 | 14.89 | -0.71 | 13.93 | 54.61 | -51.06 | -14.35 |
| Sharpe Ratio | NA | 2.33 | 0.70 | 0.84 | NA | NA | NA | … | … | 2.48 | 1.04 | -0.03 | 0.63 | 1.47 | -0.97 | -0.97 |
| Standard Deviation(%) | NA | 10.19 | 18.27 | 24.22 | NA | NA | NA | … | … | 10.06 | 14.46 | 26.17 | 22.00 | 37.19 | 53.20 | 19.41 |
| Draw Down(%) | NA | 4.30 | 23.99 | 33.05 | NA | NA | NA | … | … | 4.30 | 13.27 | 23.99 | 18.46 | 33.05 | 64.13 | 21.94 |
| Yield(%) | 0.00 | 0.70 | 0.42 | 0.55 | 0.11 | 0.08 | 0.06 | … | … | 0.00 | 0.79 | 0.45 | 0.00 | 0.48 | 0.00 | 0.00 |
Data as of 12/19/2013, Common starting date is 02/08/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMGOX (Legg Mason Cap Mgmt All Cap 1) |
-16.17%
Jun 2007 – Jun 2010 |
-5.72%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMGOX (Legg Mason Cap Mgmt All Cap 1) |
34.22%
Feb 2009 – Feb 2012 |
21.38%
Nov 2008 – Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart