Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WGMIX (Western Asset Global Multi Sector I) | NA | 3.52% | 3.59% | NA | NA | NA | NA | … | … |
Data as of 11/19/2014, Common starting date is 08/10/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WGMIX (Western Asset Global Multi Sector I) | 08/10/2011 | 11/19/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.69 | 3.52 | 3.59 | NA | NA | NA | NA | … | … | 3.47 | -2.50 | 9.51 | 0.10 |
| Sharpe Ratio | NA | 0.79 | 0.90 | NA | NA | NA | NA | … | … | 0.85 | -0.65 | 3.43 | 0.05 |
| Standard Deviation(%) | NA | 4.42 | 3.84 | NA | NA | NA | NA | … | … | 4.59 | 3.89 | 2.78 | 4.83 |
| Draw Down(%) | NA | 4.18 | 7.27 | NA | NA | NA | NA | … | … | 4.18 | 7.27 | 2.04 | 4.42 |
| Yield(%) | 0.00 | 2.93 | 2.65 | 1.58 | 0.79 | 0.53 | 0.40 | … | … | 2.37 | 1.89 | 3.45 | 0.00 |
Data as of 11/19/2014, Common starting date is 08/10/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WGMIX (Western Asset Global Multi Sector I) |
3.44%
Oct 2011 – Oct 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WGMIX (Western Asset Global Multi Sector I) |
4.61%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart