Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGVBX (Legg Mason WA Core Plus Bond B) | NA | 8.33% | 7.63% | 5.62% | 3.91% | 4.45% | NA | … | … |
Data as of 10/02/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGVBX (Legg Mason WA Core Plus Bond B) | 06/21/1996 | 10/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | 8.33 | 7.63 | 5.62 | 3.91 | 4.45 | NA | … | … | 6.23 | 6.36 | 8.75 | 15.16 | -7.95 | 2.68 | 3.90 | 0.78 | 2.73 | 0.95 | 7.54 | 6.24 | 9.22 | -1.36 | 5.23 | 8.96 | 6.00 |
| Sharpe Ratio | NA | 2.57 | 2.02 | 1.07 | 0.69 | NA | NA | … | … | 3.49 | 1.52 | 2.06 | 2.90 | -1.24 | -0.10 | 0.18 | -0.55 | 0.68 | 0.09 | 2.51 | 1.01 | 1.46 | -1.22 | 0.57 | -11.14 | 1.69 |
| Standard Deviation(%) | NA | 3.36 | 3.74 | 4.94 | 4.03 | NA | NA | … | … | 2.38 | 4.17 | 4.21 | 5.19 | 7.13 | 3.40 | 3.35 | 2.53 | 2.61 | 2.81 | 2.56 | 3.93 | 3.54 | 3.77 | 3.36 | 4.14 | 4.83 |
| Draw Down(%) | NA | 1.17 | 3.14 | 13.87 | 13.87 | NA | NA | … | … | 1.14 | 1.61 | 3.14 | 4.83 | 13.87 | 2.79 | 2.87 | 2.40 | 3.27 | 2.77 | 1.53 | 3.33 | 2.78 | 4.56 | 2.08 | 2.41 | 2.19 |
| Yield(%) | 0.00 | 2.92 | 3.02 | 2.94 | 3.11 | 3.75 | 3.35 | … | … | 1.49 | 3.30 | 3.11 | 3.35 | 2.58 | 4.21 | 4.39 | 3.29 | 3.00 | 2.94 | 3.75 | 4.96 | 5.44 | 4.93 | 5.53 | 6.03 | 3.77 |
Data as of 10/02/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGVBX (Legg Mason WA Core Plus Bond B) |
-1.51%
Oct 2005 – Oct 2008 |
-0.26%
Oct 2003 – Oct 2008 |
2.05%
Oct 1998 – Oct 2008 |
4.25%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGVBX (Legg Mason WA Core Plus Bond B) |
11.31%
Feb 2009 – Feb 2012 |
6.47%
Aug 1996 – Aug 2001 |
4.64%
Aug 1996 – Aug 2006 |
4.66%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart