Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBIBX (Legg Mason Glbl Curr Intl All Cap Opp B) | NA | -4.26% | 12.38% | 6.83% | 4.73% | -0.40% | NA | … | … |
Data as of 11/26/2014, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBIBX (Legg Mason Glbl Curr Intl All Cap Opp B) | 06/20/1996 | 11/26/2014 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.26 | 12.38 | 6.83 | 4.73 | -0.40 | NA | … | … | -7.48 | 22.44 | 21.57 | -13.11 | 14.33 | 29.05 | -43.61 | 3.59 | 23.72 | 11.15 | 26.96 | 24.41 | -22.48 | -30.97 | -31.77 | 60.58 | 10.82 | 1.08 | 1.57 |
| Sharpe Ratio | NA | -0.37 | 0.92 | 0.34 | 0.18 | NA | NA | … | … | -0.71 | 1.77 | 1.25 | -0.56 | 0.72 | 1.03 | -1.23 | 0.03 | 1.34 | 0.87 | 1.61 | 1.74 | -1.38 | -1.49 | -1.63 | 3.78 | 0.38 | -4.22 | -0.07 |
| Standard Deviation(%) | NA | 11.55 | 14.70 | 17.78 | 21.03 | NA | NA | … | … | 11.64 | 12.63 | 17.39 | 23.68 | 19.70 | 27.98 | 36.19 | 17.47 | 15.32 | 10.31 | 16.16 | 13.60 | 17.10 | 22.63 | 21.91 | 15.17 | 19.72 | 12.77 | 7.33 |
| Draw Down(%) | NA | 16.09 | 16.09 | 24.49 | 60.27 | NA | NA | … | … | 16.09 | 8.56 | 15.57 | 24.49 | 13.90 | 27.05 | 53.62 | 13.67 | 17.27 | 7.54 | 10.67 | 14.59 | 31.61 | 45.29 | 37.04 | 7.30 | 29.51 | 14.46 | 5.71 |
| Yield(%) | 0.00 | 0.03 | 0.33 | 1.21 | 7.60 | 3.70 | 4.40 | … | … | 0.00 | 0.04 | 0.76 | 0.12 | 4.79 | 0.16 | 0.50 | 31.50 | 9.59 | 19.08 | 15.49 | 0.17 | 0.00 | 0.00 | 13.60 | 10.16 | 0.00 | 0.00 | 0.00 |
Data as of 11/26/2014, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBIBX (Legg Mason Glbl Curr Intl All Cap Opp B) |
-30.53%
Feb 2000 – Feb 2003 |
-12.57%
Mar 1998 – Mar 2003 |
-5.64%
Feb 2000 – Feb 2010 |
-0.14%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBIBX (Legg Mason Glbl Curr Intl All Cap Opp B) |
28.07%
Mar 2003 – Mar 2006 |
19.66%
Sep 2002 – Sep 2007 |
8.26%
Feb 2003 – Feb 2013 |
2.63%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart