Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMLIX (Legg Mason Limited Duration Bond Inst) | NA | -5.84% | -5.48% | -3.73% | -1.49% | NA | NA | … | … |
Data as of 08/21/2009, Common starting date is 03/25/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMLIX (Legg Mason Limited Duration Bond Inst) | 03/25/1997 | 08/21/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.84 | -5.48 | -3.73 | -1.49 | NA | NA | … | … | 8.12 | -20.16 | -2.45 | 0.20 | -1.64 | -1.71 | -1.24 | 3.68 | 0.49 | 3.53 | -5.61 | 1.06 | 1.96 |
| Sharpe Ratio | NA | -0.02 | -0.04 | -0.05 | -0.04 | NA | NA | … | … | 3.16 | -0.07 | -3.00 | -2.34 | -3.17 | -1.12 | -0.50 | 0.69 | -0.52 | -0.27 | -2.75 | -0.75 | -0.44 |
| Standard Deviation(%) | NA | 284.31 | 163.84 | 126.06 | 89.42 | NA | NA | … | … | 4.07 | 283.74 | 1.87 | 1.38 | 1.23 | 2.39 | 3.89 | 3.67 | 3.86 | 2.52 | 3.26 | 3.20 | 2.54 |
| Draw Down(%) | NA | 88.07 | 88.07 | 88.07 | 88.07 | NA | NA | … | … | 4.77 | 88.07 | 3.40 | 1.37 | 1.83 | 3.85 | 5.22 | 2.39 | 4.49 | 2.49 | 5.79 | 2.80 | 1.06 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.01 | 0.01 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/21/2009, Common starting date is 03/25/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMLIX (Legg Mason Limited Duration Bond Inst) |
-8.36%
Nov 2005 – Nov 2008 |
-5.67%
Feb 2004 – Feb 2009 |
-2.90%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMLIX (Legg Mason Limited Duration Bond Inst) |
3.23%
May 2000 – May 2003 |
0.99%
Jan 2000 – Jan 2005 |
0.08%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart