Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBVBX (Legg Mason ClearBridge Small Cap Val B) | NA | 20.43% | 9.89% | 17.53% | 6.88% | 8.88% | NA | … | … |
Data as of 05/06/2014, Common starting date is 03/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBVBX (Legg Mason ClearBridge Small Cap Val B) | 03/29/1999 | 05/06/2014 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.43 | 9.89 | 17.53 | 6.88 | 8.88 | NA | … | … | 1.27 | 33.05 | 14.07 | -8.02 | 25.02 | 31.82 | -36.15 | -3.42 | 10.60 | 4.67 | 19.81 | 36.47 | -7.74 | 12.70 | 32.54 | 5.54 |
| Sharpe Ratio | NA | 1.57 | 0.43 | 0.74 | 0.23 | NA | NA | … | … | 0.31 | 2.33 | 0.82 | -0.24 | 1.02 | 0.85 | -0.84 | -0.34 | 0.53 | 0.20 | 1.40 | 2.44 | -0.44 | 0.60 | 1.57 | 0.37 |
| Standard Deviation(%) | NA | 13.01 | 22.77 | 23.47 | 25.59 | NA | NA | … | … | 11.99 | 14.16 | 17.18 | 33.05 | 24.34 | 37.50 | 43.93 | 18.75 | 13.89 | 12.43 | 13.47 | 14.68 | 20.24 | 17.70 | 18.11 | 10.76 |
| Draw Down(%) | NA | 7.31 | 30.61 | 31.02 | 62.83 | NA | NA | … | … | 7.31 | 5.88 | 13.40 | 31.02 | 20.08 | 34.12 | 50.52 | 17.07 | 10.60 | 8.09 | 8.33 | 13.21 | 29.43 | 19.43 | 9.21 | 14.67 |
| Yield(%) | 0.00 | 10.89 | 4.00 | 4.11 | 5.62 | 7.25 | 6.01 | … | … | 0.00 | 11.86 | 0.00 | 0.00 | 0.00 | 0.33 | 6.99 | 16.52 | 8.70 | 5.94 | 3.49 | 6.93 | 1.27 | 2.41 | 8.62 | 1.00 |
Data as of 05/06/2014, Common starting date is 03/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBVBX (Legg Mason ClearBridge Small Cap Val B) |
-20.56%
Feb 2006 – Feb 2009 |
-8.75%
Feb 2004 – Feb 2009 |
4.20%
Jun 1999 – Jun 2009 |
8.98%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBVBX (Legg Mason ClearBridge Small Cap Val B) |
28.65%
Feb 2009 – Feb 2012 |
24.79%
Feb 2009 – Feb 2014 |
9.22%
Mar 2003 – Mar 2013 |
8.98%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison Chart