Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFVYX (CLEARBRIDGE ALL CAP VALUE FUND CLASS I) | NA | 21.75% | 8.24% | 11.42% | 7.88% | 9.71% | 7.41% | … | … |
Data as of 08/23/2024, Common starting date is 12/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFVYX (CLEARBRIDGE ALL CAP VALUE FUND CLASS I) | 12/19/1996 | 08/23/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.10 | 21.75 | 8.24 | 11.42 | 7.88 | 9.71 | 7.41 | … | … | 14.30 | 14.31 | -7.42 | 26.78 | -0.80 | 22.93 | -14.54 | 17.63 | 18.25 | -5.21 | 8.38 | 30.89 | 14.89 | -6.37 | 16.05 | 30.09 | -37.00 | 0.94 | 17.49 | 4.38 | 7.84 | 39.55 | -26.22 | -5.94 | 16.59 | 31.85 | 16.53 | 8.80 | 0.40 |
| Sharpe Ratio | NA | 1.38 | 0.32 | 0.42 | 0.35 | NA | NA | … | … | 1.50 | 0.70 | -0.39 | 1.60 | -0.03 | 1.71 | -1.01 | 2.00 | 1.06 | -0.33 | 0.71 | 2.68 | 1.07 | -0.24 | 0.76 | 0.96 | -0.94 | -0.13 | 1.34 | 0.23 | 0.55 | 2.13 | -1.05 | -0.39 | 0.64 | 1.55 | 0.70 | 0.40 | 0.79 |
| Standard Deviation(%) | NA | 13.00 | 17.63 | 22.92 | 19.18 | NA | NA | … | … | 12.86 | 14.50 | 22.95 | 16.71 | 38.29 | 12.58 | 15.70 | 8.54 | 17.05 | 16.02 | 11.76 | 11.50 | 14.04 | 26.47 | 20.99 | 31.09 | 40.41 | 15.85 | 10.67 | 9.75 | 12.51 | 18.21 | 26.01 | 21.58 | 19.59 | 18.52 | 18.89 | 13.03 | 15.41 |
| Draw Down(%) | NA | 8.62 | 20.22 | 41.99 | 42.89 | NA | NA | … | … | 7.69 | 12.35 | 20.22 | 7.84 | 41.87 | 8.08 | 24.40 | 4.09 | 15.05 | 15.33 | 9.41 | 6.45 | 12.01 | 26.81 | 19.91 | 28.47 | 47.95 | 11.38 | 10.02 | 7.85 | 11.70 | 15.99 | 39.48 | 28.49 | 8.76 | 9.76 | 20.10 | 13.11 | 1.46 |
| Yield(%) | 6.41 | 11.87 | 8.89 | 8.09 | 7.78 | 9.81 | 7.36 | … | … | 7.19 | 4.93 | 6.12 | 12.97 | 4.16 | 2.01 | 9.75 | 14.75 | 16.93 | 6.30 | 10.47 | 12.07 | 3.96 | 1.06 | 1.60 | 1.28 | 1.41 | 6.84 | 6.87 | 7.27 | 0.00 | 0.00 | 0.00 | 0.34 | 8.70 | 7.40 | 7.57 | 0.15 | 1.68 |
Data as of 08/23/2024, Common starting date is 12/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFVYX (CLEARBRIDGE ALL CAP VALUE FUND CLASS I) |
-16.11%
Feb 2006 – Feb 2009 |
-8.09%
Feb 2004 – Feb 2009 |
-0.38%
Aug 2000 – Aug 2010 |
3.18%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFVYX (CLEARBRIDGE ALL CAP VALUE FUND CLASS I) |
23.34%
Feb 2009 – Feb 2012 |
21.03%
Feb 2009 – Feb 2014 |
13.70%
Feb 2009 – Feb 2019 |
11.91%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart