Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QDMSTX (Legg Mason Partners Variable Equity Trust – QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) | NA | -13.78% | -3.98% | -1.76% | 0.86% | NA | NA | … | … |
Data as of 08/19/2022, Common starting date is 11/30/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QDMSTX (Legg Mason Partners Variable Equity Trust – QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) | 11/30/2011 | 08/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.78 | -3.98 | -1.76 | 0.86 | NA | NA | … | … | -14.93 | 10.18 | -9.84 | 13.22 | -8.79 | 12.45 | -3.22 | -7.20 | 3.82 | 17.02 | 8.92 | -1.30 |
| Sharpe Ratio | NA | -1.73 | -0.52 | -0.31 | 0.05 | NA | NA | … | … | -2.90 | 1.26 | -1.08 | 1.79 | -1.16 | 2.45 | -0.44 | -0.82 | 0.49 | 2.17 | 1.05 | -1.10 |
| Standard Deviation(%) | NA | 8.23 | 8.32 | 7.99 | 7.90 | NA | NA | … | … | 8.00 | 8.09 | 9.32 | 6.59 | 8.68 | 4.84 | 7.86 | 8.80 | 7.77 | 7.83 | 8.48 | 13.27 |
| Draw Down(%) | NA | 16.71 | 16.96 | 16.96 | 16.96 | NA | NA | … | … | 14.99 | 3.74 | 15.73 | 3.74 | 12.85 | 1.47 | 6.85 | 10.24 | 5.79 | 5.02 | 6.55 | 3.38 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/19/2022, Common starting date is 11/30/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QDMSTX (Legg Mason Partners Variable Equity Trust – QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) |
-4.16%
Jul 2019 – Jul 2022 |
-2.21%
May 2015 – May 2020 |
1.09%
Jul 2012 – Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QDMSTX (Legg Mason Partners Variable Equity Trust – QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) |
9.78%
Dec 2011 – Dec 2014 |
4.31%
Nov 2012 – Nov 2017 |
3.20%
Dec 2011 – Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart