Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XGFYX (Western Assets Variable Rate Strategic Fund Inc) | NA | -5.90% | -1.36% | 1.32% | 1.20% | 0.18% | NA | … | … |
Data as of 01/28/2021, Common starting date is 01/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XGFYX (Western Assets Variable Rate Strategic Fund Inc) | 01/26/2005 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.90 | -1.36 | 1.32 | 1.20 | 0.18 | NA | … | … | 0.00 | -6.83 | 2.86 | 0.10 | 6.48 | 0.98 | -5.23 | 1.70 | 6.03 | 11.68 | -3.84 | 11.34 | 18.59 | -27.11 | -6.64 | 0.57 | 1.05 |
| Sharpe Ratio | NA | -0.82 | -0.52 | 0.09 | 0.21 | NA | NA | … | … | 0.00 | -0.83 | 0.49 | -0.91 | 2.86 | 0.23 | -2.09 | 1.07 | 3.98 | 5.32 | -1.31 | 3.65 | 4.74 | -4.81 | -3.47 | -0.99 | -0.35 |
| Standard Deviation(%) | NA | 8.45 | 5.05 | 4.26 | 3.42 | NA | NA | … | … | NA | 8.45 | 2.97 | 1.35 | 2.05 | 3.35 | 2.51 | 1.58 | 1.51 | 2.20 | 2.96 | 3.09 | 3.90 | 5.81 | 2.79 | 2.76 | 3.13 |
| Draw Down(%) | NA | 19.46 | 19.46 | 19.46 | 19.46 | NA | NA | … | … | 0.00 | 19.46 | 2.32 | 2.56 | 0.94 | 5.24 | 5.97 | 2.50 | 2.18 | 1.41 | 7.65 | 3.36 | 5.60 | 29.64 | 7.59 | 1.82 | 2.75 |
| Yield(%) | 0.00 | 2.29 | 2.60 | 2.16 | 2.09 | 1.27 | 0.97 | … | … | 0.00 | 2.29 | 2.18 | 3.97 | 1.78 | 0.00 | 0.39 | 4.63 | 4.63 | 0.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/28/2021, Common starting date is 01/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XGFYX (Western Assets Variable Rate Strategic Fund Inc) |
-12.57%
Feb 2006 – Feb 2009 |
-3.49%
Feb 2005 – Feb 2010 |
-0.67%
Feb 2006 – Feb 2016 |
-0.22%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XGFYX (Western Assets Variable Rate Strategic Fund Inc) |
10.53%
Mar 2009 – Mar 2012 |
9.08%
Mar 2009 – Mar 2014 |
4.90%
Feb 2009 – Feb 2019 |
0.60%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison Chart