Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LROIX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS I) | 0.61% | 3.22% | 3.57% | 1.16% | 2.53% | 2.72% | NA | … | … |
Data as of 06/05/2026, Common starting date is 03/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LROIX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS I) | 03/02/2011 | 06/05/2026 |
| 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 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.36 | 3.22 | 3.57 | 1.16 | 2.53 | 2.72 | NA | … | … | 0.61 | 10.95 | -1.85 | 3.64 | -4.69 | -0.88 | 6.89 | 5.47 | -3.09 | 7.16 | 4.37 | -5.32 | 5.06 | 1.32 | 13.14 | -0.04 |
| Sharpe Ratio | NA | 0.28 | 0.05 | -0.23 | 0.16 | NA | NA | … | … | -0.53 | 2.17 | -0.86 | 0.00 | -1.03 | -0.24 | 0.95 | 0.80 | -0.81 | 1.19 | 0.66 | -1.02 | 1.01 | 0.23 | 3.19 | -0.02 |
| Standard Deviation(%) | NA | 2.02 | 6.12 | 6.02 | 5.92 | NA | NA | … | … | 2.04 | 3.73 | 6.32 | 9.21 | 5.98 | 3.80 | 6.98 | 4.98 | 5.58 | 5.49 | 6.34 | 5.23 | 4.98 | 5.63 | 4.14 | 4.36 |
| Draw Down(%) | NA | 1.16 | 12.39 | 14.32 | 14.55 | NA | NA | … | … | 1.16 | 2.55 | 5.11 | 12.39 | 10.73 | 3.12 | 12.38 | 4.27 | 9.58 | 4.27 | 3.50 | 9.29 | 4.54 | 8.16 | 2.47 | 3.37 |
| Yield(%) | 0.00 | 4.91 | 5.08 | 3.51 | 2.85 | 3.17 | 2.37 | … | … | 1.58 | 5.74 | 6.14 | 3.22 | 1.26 | 2.13 | 1.02 | 0.00 | 3.32 | 3.78 | 0.00 | 4.57 | 6.11 | 2.40 | 5.24 | 1.38 |
Data as of 06/05/2026, Common starting date is 03/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LROIX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS I) |
-2.07%
Jun 2021 – Jun 2024 |
-0.58%
Sep 2017 – Sep 2022 |
0.83%
Oct 2013 – Oct 2023 |
2.68%
Apr 2011 – Apr 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LROIX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS I) |
6.90%
Nov 2011 – Nov 2014 |
4.09%
Dec 2015 – Dec 2020 |
3.56%
Jul 2011 – Jul 2021 |
2.68%
Apr 2011 – Apr 2026 |
Annualized Rolling Returns Comparison Chart