Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMGLX (Legg Mason WA Core Plus Bond C) | NA | 7.00% | 6.63% | 5.13% | 3.64% | NA | NA | … | … |
Data as of 10/05/2012, Common starting date is 10/01/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMGLX (Legg Mason WA Core Plus Bond C) | 10/01/1998 | 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 (%) | -0.88 | 7.00 | 6.63 | 5.13 | 3.64 | NA | NA | … | … | 5.22 | 5.42 | 7.76 | 15.22 | -7.90 | 2.72 | 3.95 | 0.85 | 2.73 | 0.90 | 7.38 | 6.43 | 9.33 | -1.27 | -0.19 |
| Sharpe Ratio | NA | 2.51 | 1.87 | 0.99 | 0.63 | NA | NA | … | … | 2.62 | 1.51 | 1.90 | 2.92 | -1.23 | -0.09 | 0.19 | -0.52 | 0.68 | 0.07 | 2.42 | 1.07 | 1.51 | -1.20 | -0.83 |
| Standard Deviation(%) | NA | 2.77 | 3.52 | 4.84 | 3.99 | NA | NA | … | … | 2.60 | 3.57 | 4.05 | 5.19 | 7.13 | 3.46 | 3.43 | 2.54 | 2.64 | 2.83 | 2.60 | 3.91 | 3.51 | 3.75 | 4.41 |
| Draw Down(%) | NA | 1.21 | 3.10 | 13.84 | 13.84 | NA | NA | … | … | 1.21 | 1.56 | 3.10 | 4.82 | 13.84 | 2.79 | 2.87 | 2.38 | 3.27 | 2.75 | 1.52 | 3.40 | 2.69 | 4.45 | 2.08 |
| Yield(%) | 0.00 | 2.20 | 2.69 | 2.77 | 3.04 | 3.28 | 2.46 | … | … | 1.58 | 2.36 | 3.04 | 3.41 | 2.63 | 4.25 | 4.43 | 3.36 | 3.00 | 2.89 | 3.68 | 5.06 | 5.54 | 5.03 | 1.34 |
Data as of 10/05/2012, Common starting date is 10/01/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMGLX (Legg Mason WA Core Plus Bond C) |
-1.46%
Oct 2005 – Oct 2008 |
-0.22%
Oct 2003 – Oct 2008 |
2.13%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMGLX (Legg Mason WA Core Plus Bond C) |
10.69%
Feb 2009 – Feb 2012 |
5.52%
Jul 2007 – Jul 2012 |
4.31%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart