Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBTLX (Legg Mason WA Core Bond C) | NA | 6.27% | 6.84% | 4.73% | 4.90% | NA | NA | … | … |
Data as of 10/05/2012, Common starting date is 08/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBTLX (Legg Mason WA Core Bond C) | 08/13/1998 | 10/05/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.57 | 6.27 | 6.84 | 4.73 | 4.90 | NA | NA | … | … | 5.01 | 5.42 | 8.62 | 14.50 | -9.98 | 3.36 | 8.13 | 1.69 | 5.03 | 7.79 | 9.90 | 8.49 | 10.62 | -6.17 | 1.96 |
| Sharpe Ratio | NA | 2.30 | 1.93 | 0.88 | 0.85 | NA | NA | … | … | 2.60 | 1.53 | 2.07 | 2.82 | -1.43 | 0.09 | 0.97 | -0.20 | 1.41 | 1.84 | 1.55 | 0.82 | 0.97 | -1.25 | 0.38 |
| Standard Deviation(%) | NA | 2.70 | 3.52 | 4.99 | 4.39 | NA | NA | … | … | 2.51 | 3.53 | 4.12 | 5.11 | 7.59 | 3.84 | 4.99 | 2.44 | 2.90 | 3.87 | 5.68 | 7.65 | 6.76 | 7.50 | 5.60 |
| Draw Down(%) | NA | 1.11 | 2.95 | 16.80 | 16.80 | NA | NA | … | … | 1.09 | 1.70 | 2.95 | 4.71 | 16.80 | 2.89 | 2.95 | 2.06 | 2.70 | 3.95 | 3.48 | 5.11 | 7.76 | 7.60 | 4.39 |
| Yield(%) | 0.00 | 2.42 | 3.80 | 3.47 | 4.12 | 4.19 | 3.14 | … | … | 1.23 | 2.57 | 4.24 | 5.86 | 3.32 | 4.19 | 4.59 | 4.48 | 4.89 | 5.01 | 5.56 | 5.97 | 6.42 | 5.29 | 1.86 |
Data as of 10/05/2012, Common starting date is 08/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBTLX (Legg Mason WA Core Bond C) |
-1.00%
Nov 2005 – Nov 2008 |
0.74%
Nov 2003 – Nov 2008 |
3.18%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBTLX (Legg Mason WA Core Bond C) |
11.36%
May 2000 – May 2003 |
8.62%
Jan 2000 – Jan 2005 |
6.16%
May 2000 – May 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart