Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCVSX (Legg Mason P:Conv;B) | NA | 68.59% | -1.47% | 2.87% | 5.41% | NA | NA | … | … |
Data as of 02/02/2010, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCVSX (Legg Mason P:Conv;B) | 06/20/1996 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 68.59 | -1.47 | 2.87 | 5.41 | NA | NA | … | … | 0.00 | 68.80 | -42.06 | 1.51 | 10.51 | 2.17 | 6.42 | 38.22 | -8.99 | 4.83 | 7.72 | -2.75 | -1.90 | 15.83 | 5.61 |
| Sharpe Ratio | NA | 4.41 | -0.15 | 0.07 | 0.27 | NA | NA | … | … | 0.00 | 4.06 | -1.74 | -0.14 | 0.93 | 0.00 | 0.72 | 4.38 | -0.83 | 0.21 | 0.28 | -1.14 | -0.69 | -6.42 | 1.53 |
| Standard Deviation(%) | NA | 15.53 | 18.69 | 15.28 | 13.30 | NA | NA | … | … | NA | 16.93 | 24.60 | 10.82 | 7.77 | 6.71 | 7.65 | 8.57 | 12.14 | 12.02 | 13.00 | 5.23 | 7.55 | 6.11 | 4.80 |
| Draw Down(%) | NA | 11.65 | 51.59 | 51.59 | 51.59 | NA | NA | … | … | 0.00 | 12.02 | 48.56 | 9.85 | 7.66 | 7.98 | 10.66 | 5.71 | 22.62 | 13.93 | 8.36 | 7.07 | 17.63 | 6.13 | 4.42 |
| Yield(%) | 0.00 | 5.54 | 5.31 | 6.46 | 6.05 | 5.42 | 4.07 | … | … | 0.00 | 5.91 | 3.64 | 10.32 | 6.05 | 10.03 | 3.85 | 4.86 | 4.33 | 4.27 | 4.15 | 3.77 | 6.42 | 12.02 | 4.56 |
Data as of 02/02/2010, 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 |
|---|---|---|---|---|
| SCVSX (Legg Mason P:Conv;B) |
-15.24%
Feb 2006 – Feb 2009 |
-8.08%
Feb 2004 – Feb 2009 |
-0.35%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCVSX (Legg Mason P:Conv;B) |
18.23%
Sep 2002 – Sep 2005 |
14.07%
Sep 2002 – Sep 2007 |
6.75%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
