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LROIX: LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS I (MUTUAL FUND)
Basic Info 11 0.06(0.55%) April 26
Asset Class: | Nontraditional Bond |
MyPlanIQ Rating: | (16%) |
Start Date: | 03/02/2011 |
Last Dividend Date: | 03/28/2024 |
12-Mo. Yield | 3.41% |
Expenses | 0.85% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 03/02/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.1 | -3.6 | -2.4 | -1.7 | 0.9 | 1.3 | 2.1 | 3.6 | -4.7 | -0.9 | 6.9 | 5.5 | -3.1 | 7.2 | 4.4 | -5.3 | 5.1 | 1.3 | 13.1 | -0.0 |
Sharpe Ratio | NA | -1.95 | -0.69 | -0.57 | -0.1 | 0.04 | 0.22 | -0.07 | -1.02 | -0.24 | 0.95 | 0.82 | -0.79 | 1.19 | 0.66 | -1.02 | 1.01 | 0.23 | 3.19 | -0.02 |
Draw Down(%) | NA | 4.8 | 12.4 | 14.4 | 14.4 | 14.5 | 14.5 | 12.4 | 10.7 | 3.2 | 12.4 | 4.3 | 9.6 | 4.3 | 3.5 | 9.3 | 4.5 | 8.2 | 2.5 | 3.4 |
Standard Deviation(%) | NA | 7.3 | 9.0 | 6.9 | 6.6 | 6.1 | 5.8 | 9.2 | 6.0 | 3.8 | 7.0 | 5.0 | 5.6 | 5.5 | 6.3 | 5.2 | 5.0 | 5.6 | 4.1 | 4.4 |
Treynor Ratio | NA | -1.06 | -0.29 | -0.48 | -0.06 | 0.02 | 0.11 | -0.04 | -0.94 | -0.11 | 0.54 | 0.19 | -0.35 | 0.33 | 0.13 | -0.3 | 0.19 | 0.05 | 0.86 | 0.07 |
Alpha | NA | -0.07 | -0.04 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | -0.02 | -0.01 | 0.02 | -0.01 | -0.01 | 0.01 | 0.0 | -0.02 | 0.01 | -0.02 | 0.04 | 0.0 |
Beta | NA | 0.14 | 0.22 | 0.08 | 0.11 | 0.14 | 0.12 | 0.15 | 0.06 | 0.08 | 0.12 | 0.21 | 0.12 | 0.2 | 0.32 | 0.18 | 0.27 | 0.26 | 0.15 | -0.01 |
RSquared | NA | 0.05 | 0.08 | 0.04 | 0.13 | 0.16 | 0.14 | 0.05 | 0.07 | 0.08 | 0.37 | 0.27 | 0.15 | 0.06 | 0.43 | 0.28 | 0.37 | 0.25 | 0.22 | 0.0 |
Yield(%) | N/A | 1.4 | 3.8 | 2.3 | 1.8 | 2.5 | N/A | 3.1 | 1.2 | 2.1 | 1.0 | 0.0 | 3.3 | 3.8 | 0.0 | 4.5 | 6.2 | 2.3 | 5.3 | 1.3 |
Dividend Growth(%) | N/A | -55.6 | 91.3 | 87.2 | -49.5 | N/A | N/A | 140.0 | -44.4 | 125.0 | N/A | -100.0 | -11.1 | N/A | -100.0 | -28.2 | 160.0 | -52.4 | 293.8 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/02/2011
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