Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Legg Mason Profit Sharing and 401(k) Plan and Trust Tactical Asset Allocation Moderate | NA | 12.74% | 9.23% | 13.58% | 10.93% | NA | NA | … | … |
Data as of 10/31/2013, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Legg Mason Profit Sharing and 401(k) Plan and Trust Tactical Asset Allocation Moderate | 12/31/2000 | 01/09/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.29 | 12.74 | 9.23 | 13.58 | 10.93 | NA | NA | … | … | -0.28 | 14.10 | 12.32 | 3.84 | 12.52 | 22.87 | -4.34 | 10.79 | 13.18 | 7.73 | 13.75 | 26.78 | -3.05 | -2.83 |
| Sharpe Ratio | NA | 1.82 | 1.00 | 1.23 | 0.91 | NA | NA | … | … | -0.05 | 1.98 | 1.61 | 0.28 | 1.07 | 2.39 | -0.77 | 0.59 | 1.06 | 0.81 | 1.32 | 3.48 | -1.31 | -0.61 |
| Standard Deviation(%) | NA | 7.08 | 9.87 | 10.18 | 9.84 | NA | NA | … | … | 5.29 | 7.10 | 7.61 | 13.60 | 11.59 | 9.54 | 6.83 | 13.33 | 9.38 | 6.88 | 9.73 | 7.50 | 3.17 | 8.43 |
| Draw Down(%) | NA | 5.36 | 11.53 | 11.53 | 18.42 | NA | NA | … | … | 0.69 | 5.36 | 5.45 | 11.53 | 10.44 | 4.70 | 12.25 | 10.96 | 12.15 | 6.08 | 11.75 | 4.85 | 3.78 | 10.64 |
| Yield(%) | NA | 1.38 | 2.40 | 3.00 | 3.43 | NA | NA | … | … | 0.00 | 1.38 | 3.94 | 1.92 | 2.68 | 5.22 | 8.46 | 4.79 | 2.70 | 1.82 | 1.48 | 2.15 | 1.08 | 0.09 |
Data as of 10/31/2013, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Legg Mason Profit Sharing and 401(k) Plan and Trust Tactical Asset Allocation Moderate |
3.19%
Apr 2006 – Apr 2009 |
6.51%
Mar 2004 – Mar 2009 |
9.17%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Legg Mason Profit Sharing and 401(k) Plan and Trust Tactical Asset Allocation Moderate |
18.24%
Apr 2003 – Apr 2006 |
16.12%
Oct 2002 – Oct 2007 |
11.85%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart