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ESD: Western Asset Emerging Markets Debt (CEF)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/04/2003 |
Last Dividend Date: | 12/13/2016 |
12-Mo. Yield | 1.35% |
Expenses | - |
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Performance Analytics (As of 10/23/2017)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/04/2003 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | -38.3 | -12.9 | -9.3 | 1.2 | 2.4 | 4.2 | -28.0 | -4.9 | -0.6 | -14.9 | 24.7 | 10.1 | 10.0 | 53.5 | -20.8 | 7.8 | 8.6 | -0.3 | 7.1 | 0.8 |
Sharpe Ratio | NA | -0.32 | -0.36 | -0.34 | 0.04 | 0.07 | 0.12 | -0.56 | -0.46 | -0.05 | -0.94 | 2.04 | 0.65 | 0.72 | 2.18 | -0.51 | 0.46 | 0.75 | -0.17 | 0.29 | 3.28 |
Draw Down(%) | NA | 41.2 | 44.3 | 44.4 | 48.3 | 48.3 | 0.8 | 44.3 | 16.3 | 17.3 | 23.0 | 8.4 | 12.5 | 11.4 | 21.2 | 48.3 | 13.6 | 9.0 | 11.7 | 26.0 | 0.6 |
Standard Deviation(%) | NA | 120.9 | 36.0 | 27.8 | 25.8 | 23.1 | 36.2 | 52.3 | 10.7 | 11.2 | 16.0 | 12.2 | 15.4 | 13.8 | 24.5 | 42.1 | 10.5 | 7.1 | 14.9 | 21.2 | 3.4 |
Treynor Ratio | NA | -1.12 | -0.58 | -0.37 | 0.03 | 0.06 | 0.11 | -2.25 | -0.76 | 0.02 | -0.29 | 1.24 | 0.26 | 0.46 | 0.93 | -0.65 | 0.34 | 2.09 | -0.17 | 0.21 | 0.99 |
Alpha | NA | -0.86 | -0.05 | -0.03 | 0.01 | 0.01 | 0.03 | -0.09 | -0.02 | 0.0 | -0.05 | 0.09 | 0.03 | 0.04 | 0.17 | -0.06 | 0.02 | 0.02 | 0.0 | 0.02 | 0.02 |
Beta | NA | 0.35 | 0.23 | 0.25 | 0.32 | 0.29 | 0.42 | 0.13 | 0.06 | -0.26 | 0.51 | 0.2 | 0.39 | 0.21 | 0.57 | 0.33 | 0.14 | 0.03 | 0.15 | 0.3 | 0.11 |
RSquared | NA | 0.01 | 0.01 | 0.01 | 0.02 | 0.02 | 0.92 | 0.0 | 0.0 | 0.02 | 0.06 | 0.01 | 0.04 | 0.02 | 0.07 | 0.01 | 0.01 | 0.0 | 0.01 | 0.02 | 0.05 |
Yield(%) | N/A | 1.3 | 5.4 | 5.2 | 7.3 | N/A | 0.0 | 8.7 | 8.2 | 8.3 | 6.5 | 7.6 | 7.2 | 7.8 | 12.1 | 9.3 | 7.6 | 9.3 | 6.6 | 9.9 | 0.0 |
Dividend Growth(%) | N/A | -83.3 | -34.4 | -23.1 | N/A | N/A | -100.0 | -7.7 | -9.7 | 0.0 | 0.0 | 8.3 | -2.9 | -11.0 | -8.3 | 23.5 | -17.1 | 28.1 | -35.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/04/2003
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