Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SORBX (Legg Mason WA Oregon Municipals B) | NA | 7.48% | 5.44% | 4.53% | 4.25% | NA | NA | … | … |
Data as of 12/18/2012, Common starting date is 10/30/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SORBX (Legg Mason WA Oregon Municipals B) | 10/30/1998 | 12/18/2012 |
| 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 (%) | -0.54 | 7.48 | 5.44 | 4.53 | 4.25 | NA | NA | … | … | 6.85 | 9.13 | 0.49 | 17.46 | -9.60 | 2.57 | 5.82 | 3.00 | 2.56 | 5.44 | 7.16 | 4.51 | 10.42 | -4.62 | 0.58 |
| Sharpe Ratio | NA | 3.82 | 2.01 | 1.08 | 1.02 | NA | NA | … | … | 3.58 | 3.08 | 0.14 | 5.58 | -1.56 | -0.21 | 1.64 | 0.67 | 1.00 | 2.37 | 2.32 | 0.86 | 2.45 | -2.85 | 0.24 |
| Standard Deviation(%) | NA | 1.97 | 2.68 | 3.97 | 3.07 | NA | NA | … | … | 1.98 | 2.95 | 2.96 | 3.11 | 6.75 | 2.14 | 1.55 | 1.23 | 1.61 | 2.00 | 2.62 | 2.60 | 2.60 | 2.76 | 2.13 |
| Draw Down(%) | NA | 1.03 | 7.57 | 13.77 | 13.77 | NA | NA | … | … | 1.03 | 3.35 | 5.64 | 2.15 | 13.77 | 1.73 | 0.75 | 0.47 | 1.91 | 1.81 | 3.41 | 3.24 | 3.42 | 6.53 | 0.77 |
| Yield(%) | 0.00 | 3.36 | 3.48 | 3.46 | 3.69 | 3.63 | 2.72 | … | … | 3.05 | 3.55 | 3.61 | 4.19 | 3.28 | 3.54 | 3.81 | 3.79 | 4.06 | 4.27 | 4.72 | 4.80 | 5.03 | 4.13 | 1.48 |
Data as of 12/18/2012, Common starting date is 10/30/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SORBX (Legg Mason WA Oregon Municipals B) |
-0.63%
Dec 2005 – Dec 2008 |
0.72%
Dec 2003 – Dec 2008 |
2.57%
Dec 1998 – Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SORBX (Legg Mason WA Oregon Municipals B) |
8.81%
Dec 2008 – Dec 2011 |
6.31%
Jan 2000 – Jan 2005 |
4.87%
Jan 2000 – Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart