Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIHYX (Western Asset Global High Yield Bond I ) | NA | 6.36% | 5.61% | 4.79% | 7.32% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 02/19/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIHYX (Western Asset Global High Yield Bond I ) | 02/19/1999 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.36 | 5.61 | 4.79 | 7.32 | NA | NA | … | … | -5.40 | 14.97 | 57.46 | -30.58 | -0.94 | 11.35 | 2.18 | 11.31 | 25.59 | 8.02 | 7.59 | -21.07 | -10.69 |
| Sharpe Ratio | NA | 0.72 | 0.59 | 0.47 | 0.98 | NA | NA | … | … | -1.04 | 3.28 | 8.41 | -3.08 | -0.91 | 3.91 | 0.00 | 3.52 | 7.98 | 1.37 | 1.30 | -1.59 | -1.66 |
| Standard Deviation(%) | NA | 8.67 | 9.12 | 7.64 | 6.08 | NA | NA | … | … | 11.76 | 4.54 | 6.82 | 10.20 | 4.39 | 2.07 | 3.06 | 2.95 | 3.12 | 5.05 | 4.12 | 15.82 | 9.29 |
| Draw Down(%) | NA | 8.04 | 36.41 | 38.77 | 38.77 | NA | NA | … | … | 8.04 | 5.62 | 7.99 | 36.41 | 6.70 | 2.28 | 5.70 | 4.67 | 3.21 | 7.75 | 5.61 | 21.33 | 12.51 |
| Yield(%) | 0.00 | 9.56 | 8.85 | 7.94 | 8.46 | 4.27 | 3.20 | … | … | 0.00 | 9.74 | 11.66 | 11.93 | 8.01 | 8.70 | 6.48 | 7.63 | 11.34 | 8.48 | 7.73 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 02/19/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIHYX (Western Asset Global High Yield Bond I ) |
-9.52%
Nov 2005 – Nov 2008 |
-3.01%
Nov 2003 – Nov 2008 |
-0.76%
Mar 1999 – Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIHYX (Western Asset Global High Yield Bond I ) |
16.38%
Jul 2002 – Jul 2005 |
11.97%
Jun 2002 – Jun 2007 |
8.69%
Dec 2000 – Dec 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart