Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WGMSX (Western Asset Global Multi Sector IS) | NA | 2.58% | 3.10% | 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 |
|---|---|---|
| WGMSX (Western Asset Global Multi Sector IS) | 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 (%) | -0.60 | 2.58 | 3.10 | NA | NA | NA | NA | … | … | 2.38 | -2.46 | 9.31 | -0.10 |
| Sharpe Ratio | NA | 0.60 | 0.77 | NA | NA | NA | NA | … | … | 0.60 | -0.64 | 3.24 | -0.05 |
| Standard Deviation(%) | NA | 4.29 | 3.85 | NA | NA | NA | NA | … | … | 4.45 | 3.91 | 2.88 | 4.96 |
| Draw Down(%) | NA | 4.12 | 7.29 | NA | NA | NA | NA | … | … | 4.12 | 7.29 | 2.16 | 4.42 |
| Yield(%) | 0.00 | 3.08 | 2.65 | 1.58 | 0.79 | 0.53 | 0.40 | … | … | 2.51 | 1.93 | 3.34 | 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 |
|---|---|---|---|---|
| WGMSX (Western Asset Global Multi Sector IS) |
2.93%
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 |
|---|---|---|---|---|
| WGMSX (Western Asset Global Multi Sector IS) |
4.09%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart