Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMGYX (Legg Mason WA Core Plus Bond I) | NA | 7.73% | 7.46% | 5.93% | 4.41% | NA | NA | … | … |
Data as of 10/05/2012, Common starting date is 07/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMGYX (Legg Mason WA Core Plus Bond I) | 07/08/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 7.73 | 7.46 | 5.93 | 4.41 | NA | NA | … | … | 5.71 | 6.13 | 8.82 | 16.07 | -7.20 | 3.08 | 4.80 | 1.83 | 3.62 | 1.63 | 3.91 |
| Sharpe Ratio | NA | 2.79 | 2.07 | 1.14 | 0.81 | NA | NA | … | … | 2.93 | 1.66 | 2.09 | 3.06 | -1.12 | 0.02 | 0.43 | -0.13 | 1.01 | 0.33 | 3.39 |
| Standard Deviation(%) | NA | 2.75 | 3.58 | 4.89 | 4.05 | NA | NA | … | … | 2.55 | 3.67 | 4.17 | 5.22 | 7.20 | 3.66 | 3.53 | 2.57 | 2.65 | 2.83 | 2.11 |
| Draw Down(%) | NA | 1.14 | 3.12 | 13.33 | 13.33 | NA | NA | … | … | 1.14 | 1.51 | 3.12 | 4.72 | 13.33 | 2.71 | 2.68 | 2.24 | 3.14 | 2.54 | 0.69 |
| Yield(%) | 0.00 | 2.96 | 3.51 | 3.54 | 3.77 | 2.63 | 1.97 | … | … | 2.12 | 3.12 | 3.87 | 4.22 | 3.32 | 5.07 | 5.24 | 4.24 | 3.85 | 3.60 | 2.23 |
Data as of 10/05/2012, Common starting date is 07/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMGYX (Legg Mason WA Core Plus Bond I) |
-0.77%
Oct 2005 – Oct 2008 |
0.55%
Oct 2003 – Oct 2008 |
4.52%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMGYX (Legg Mason WA Core Plus Bond I) |
11.52%
Feb 2009 – Feb 2012 |
6.36%
Jul 2007 – Jul 2012 |
4.54%
Aug 2002 – Aug 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart