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LAOSX: WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS IS (MUTUAL FUND)
Basic Info 10.12 0.02(0.20%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (69%) |
Start Date: | 09/04/2013 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.58% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | -3.9 | 9.4 | -1.3 | 1.0 | 2.9 | 1.6 | 16.1 | -20.7 | -3.4 | 7.0 | -5.1 | 1.6 | 15.2 | 6.6 | 1.6 | 8.1 | 5.1 |
Sharpe Ratio | NA | -1.62 | 0.5 | -0.28 | -0.05 | 0.21 | 0.3 | 0.81 | -1.61 | -0.5 | 0.57 | -0.41 | 0.02 | 3.33 | 0.75 | 0.23 | 1.09 | 3.03 |
Draw Down(%) | NA | 6.2 | 15.2 | 30.4 | 30.4 | 30.4 | 30.4 | 15.2 | 28.9 | 9.3 | 21.3 | 18.8 | 7.3 | 2.1 | 7.7 | 4.4 | 4.9 | 1.2 |
Standard Deviation(%) | NA | 11.8 | 13.9 | 12.5 | 11.4 | 9.2 | 9.2 | 14.8 | 13.8 | 6.8 | 11.8 | 15.7 | 15.1 | 4.4 | 8.4 | 6.7 | 7.4 | 5.4 |
Treynor Ratio | NA | -0.6 | 0.18 | -0.15 | -0.02 | 0.1 | 0.15 | 0.29 | -1.17 | -0.29 | 0.32 | -0.55 | 0.03 | 5.0 | 0.22 | 0.12 | 0.4 | 4.02 |
Alpha | NA | -0.12 | -0.01 | -0.02 | -0.01 | 0.0 | 0.0 | 0.01 | -0.08 | -0.02 | 0.01 | -0.03 | 0.01 | 0.05 | 0.01 | 0.01 | 0.02 | 0.06 |
Beta | NA | 0.32 | 0.39 | 0.23 | 0.21 | 0.19 | 0.19 | 0.41 | 0.19 | 0.12 | 0.21 | 0.12 | 0.11 | 0.03 | 0.28 | 0.13 | 0.2 | 0.04 |
RSquared | NA | 0.1 | 0.11 | 0.11 | 0.17 | 0.14 | 0.14 | 0.14 | 0.12 | 0.06 | 0.39 | 0.01 | 0.01 | 0.0 | 0.21 | 0.09 | 0.1 | 0.01 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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