Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WALDX (Western Asset Limited Duration Bond I) | NA | 3.45% | 4.85% | 2.30% | NA | NA | NA | … | … |
Data as of 10/05/2012, Common starting date is 10/21/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WALDX (Western Asset Limited Duration Bond I) | 10/21/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 3.45 | 4.85 | 2.30 | NA | NA | NA | … | … | 3.19 | 1.26 | 7.83 | 15.85 | -13.34 | 1.16 | 5.28 | 2.05 | 2.14 | 0.50 |
| Sharpe Ratio | NA | 3.53 | 3.08 | 0.65 | NA | NA | NA | … | … | 4.36 | 1.07 | 3.81 | 5.46 | -2.76 | -0.72 | 1.04 | -0.08 | 0.63 | 0.97 |
| Standard Deviation(%) | NA | 0.96 | 1.56 | 3.03 | NA | NA | NA | … | … | 0.95 | 1.15 | 2.04 | 2.88 | 5.15 | 2.61 | 1.92 | 1.62 | 1.88 | 2.04 |
| Draw Down(%) | NA | 0.43 | 1.42 | 16.49 | NA | NA | NA | … | … | 0.21 | 1.14 | 1.42 | 2.71 | 16.49 | 2.07 | 0.61 | 0.91 | 1.69 | 0.60 |
| Yield(%) | 0.00 | 1.26 | 2.01 | 2.51 | 2.66 | 1.78 | 1.33 | … | … | 0.91 | 1.48 | 2.65 | 3.51 | 3.75 | 5.12 | 4.82 | 3.51 | 2.32 | 0.00 |
Data as of 10/05/2012, Common starting date is 10/21/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WALDX (Western Asset Limited Duration Bond I) |
-3.15%
Feb 2006 – Feb 2009 |
-1.12%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WALDX (Western Asset Limited Duration Bond I) |
8.88%
Feb 2009 – Feb 2012 |
3.04%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart