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QDMSTX: Legg Mason Partners Variable Equity Trust - QS Legg Mason Dynamic Multi-Strategy VIT Portfolio (STOCK)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/30/2011 |
Last Dividend Date: | - |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 08/19/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/30/2011 |
2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -13.8 | -4.0 | -1.7 | 0.8 | 1.3 | -14.9 | 10.2 | -9.8 | 13.2 | -8.8 | 12.4 | -3.2 | -7.2 | 3.8 | 17.0 | 8.9 | -1.3 |
Sharpe Ratio | NA | -1.73 | -0.52 | -0.31 | 0.05 | 0.11 | -2.9 | 1.26 | -1.08 | 1.79 | -1.16 | 2.45 | -0.44 | -0.82 | 0.49 | 2.17 | 1.05 | -1.1 |
Draw Down(%) | NA | 16.7 | 17.0 | 17.0 | 17.0 | 17.0 | 15.0 | 3.7 | 15.7 | 3.7 | 12.9 | 1.5 | 6.8 | 10.2 | 5.8 | 5.0 | 6.5 | 3.4 |
Standard Deviation(%) | NA | 8.2 | 8.3 | 8.0 | 7.9 | 8.0 | 8.0 | 8.1 | 9.3 | 6.6 | 8.7 | 4.8 | 7.9 | 8.8 | 7.8 | 7.8 | 8.5 | 13.3 |
Treynor Ratio | NA | -0.54 | -0.2 | -0.09 | 0.01 | 0.03 | -1.1 | 0.19 | -0.64 | 0.25 | -0.21 | 0.19 | -0.11 | -0.13 | 0.06 | 0.25 | 0.14 | -0.25 |
Alpha | NA | -0.06 | -0.03 | -0.02 | -0.02 | -0.01 | -0.09 | -0.01 | -0.06 | -0.01 | -0.03 | 0.0 | -0.03 | -0.03 | -0.01 | -0.02 | 0.0 | -0.09 |
Beta | NA | 0.26 | 0.22 | 0.26 | 0.33 | 0.35 | 0.21 | 0.54 | 0.16 | 0.48 | 0.47 | 0.61 | 0.3 | 0.54 | 0.63 | 0.67 | 0.62 | 0.59 |
RSquared | NA | 0.47 | 0.42 | 0.5 | 0.54 | 0.56 | 0.43 | 0.84 | 0.35 | 0.85 | 0.86 | 0.83 | 0.28 | 0.88 | 0.91 | 0.94 | 0.92 | 0.77 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/30/2011
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