Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SACPX (Legg Mason ClearBridge Capital I ) | NA | 36.64% | 2.59% | -0.06% | 2.50% | 9.09% | NA | … | … |
Data as of 07/01/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SACPX (Legg Mason ClearBridge Capital I ) | 06/21/1996 | 07/01/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 36.64 | 2.59 | -0.06 | 2.50 | 9.09 | NA | … | … | 7.68 | 12.66 | 41.12 | -41.85 | -11.59 | 10.97 | 8.00 | 14.71 | 44.34 | -24.27 | 2.03 | 19.19 | 23.48 | 23.99 | 30.20 | 16.23 |
| Sharpe Ratio | NA | 2.62 | 0.08 | -0.04 | 0.05 | NA | NA | … | … | 1.29 | 0.72 | 1.42 | -0.97 | -0.65 | 0.75 | 0.58 | 1.23 | 2.82 | -1.01 | -0.02 | 0.89 | 1.48 | 1.13 | -0.88 | 3.26 |
| Standard Deviation(%) | NA | 13.93 | 31.24 | 28.09 | 23.18 | NA | NA | … | … | 12.36 | 17.58 | 28.90 | 43.94 | 22.72 | 10.24 | 10.11 | 11.23 | 15.46 | 25.14 | 16.67 | 17.06 | 13.70 | 18.36 | 28.32 | 9.04 |
| Draw Down(%) | NA | 8.02 | 50.21 | 64.36 | 64.36 | NA | NA | … | … | 8.02 | 15.83 | 20.88 | 54.84 | 24.04 | 11.65 | 6.99 | 10.99 | 14.65 | 40.02 | 20.38 | 9.63 | 11.41 | 21.54 | 20.80 | 5.85 |
| Yield(%) | 0.00 | 0.00 | 0.21 | 2.76 | 3.37 | 8.91 | 6.75 | … | … | 0.00 | 0.00 | 0.98 | 1.64 | 5.56 | 8.40 | 10.47 | 1.70 | 0.43 | 0.31 | 3.31 | 18.59 | 12.17 | 14.46 | 19.42 | 17.92 |
Data as of 07/01/2011, 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 |
|---|---|---|---|---|
| SACPX (Legg Mason ClearBridge Capital I ) |
-21.15%
Feb 2006 – Feb 2009 |
-9.76%
Feb 2004 – Feb 2009 |
0.13%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SACPX (Legg Mason ClearBridge Capital I ) |
30.75%
Mar 1997 – Mar 2000 |
24.55%
Jul 1996 – Jul 2001 |
14.32%
Jul 1996 – Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart