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QLMSTX: Legg Mason Partners Variable Equity Trust - ClearBridge Variable Small Cap Growth Portfolio (STOCK)
Basic Info 24.4 0.06(0.25%) April 25
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/14/2011 |
Last Dividend Date: | - |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/14/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.9 | -3.5 | 0.6 | -14.1 | -2.3 | 0.9 | 3.1 | 8.1 | -31.1 | -1.5 | 32.0 | 14.5 | -8.6 | 21.3 | 1.3 | -6.7 | -7.5 | 36.5 | 13.7 | -8.3 |
Sharpe Ratio | NA | -1.1 | -0.39 | -0.61 | -0.13 | -0.02 | 0.09 | 0.2 | -0.96 | -0.06 | 0.83 | 0.7 | -0.41 | 1.69 | 0.06 | -0.39 | -0.37 | 2.33 | 0.77 | -0.42 |
Draw Down(%) | NA | 8.7 | 20.3 | 49.9 | 49.9 | 49.9 | 49.9 | 23.6 | 38.0 | 22.2 | 38.2 | 10.3 | 35.5 | 6.7 | 22.0 | 17.7 | 18.0 | 6.9 | 13.2 | 25.3 |
Standard Deviation(%) | NA | 18.7 | 18.5 | 26.1 | 28.2 | 24.0 | 23.8 | 19.6 | 33.9 | 25.1 | 38.3 | 18.7 | 24.4 | 12.3 | 19.5 | 17.3 | 20.0 | 15.7 | 17.8 | 40.4 |
Treynor Ratio | NA | -0.15 | -0.06 | -0.13 | -0.03 | 0.0 | 0.02 | 0.03 | -0.26 | -0.01 | 0.31 | 0.11 | -0.09 | 0.14 | 0.01 | -0.07 | -0.06 | 0.34 | 0.11 | -0.14 |
Alpha | NA | -0.13 | -0.1 | -0.08 | -0.05 | -0.04 | -0.04 | -0.08 | -0.03 | -0.12 | 0.04 | -0.07 | -0.01 | -0.03 | -0.05 | -0.03 | -0.08 | 0.0 | -0.02 | -0.02 |
Beta | NA | 1.36 | 1.27 | 1.25 | 1.13 | 1.13 | 1.15 | 1.25 | 1.25 | 1.31 | 1.01 | 1.21 | 1.15 | 1.45 | 1.25 | 0.99 | 1.2 | 1.08 | 1.22 | 1.21 |
RSquared | NA | 0.75 | 0.7 | 0.74 | 0.77 | 0.73 | 0.76 | 0.74 | 0.85 | 0.53 | 0.86 | 0.68 | 0.65 | 0.7 | 0.76 | 0.77 | 0.51 | 0.62 | 0.81 | 0.95 |
Yield(%) | N/A | 0.0 | 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 | 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 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/14/2011
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