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SBW: Western Asset Worldwide Inc (CEF)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/18/1995 |
Last Dividend Date: | 12/13/2016 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 01/22/2018)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/18/1995 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -18.9 | -98.6 | -75.0 | -57.9 | -31.1 | -19.3 | -12.5 | -8.9 | -18.9 | -98.3 | 17.0 | -3.8 | 1.5 | -13.6 | 17.3 | 11.9 | 13.0 | 54.2 | -21.3 | 2.0 | -0.9 | 6.2 | 14.4 | 39.4 | 11.7 | 21.1 | 34.6 | 20.7 | -20.8 | 16.5 | 43.5 | 1.8 |
Sharpe Ratio | NA | -0.06 | -0.32 | -0.36 | -0.35 | NA | NA | -0.27 | NA | -0.06 | -1.52 | -2.1 | -1.67 | -2.4 | -0.11 | -0.42 | -0.39 | 1.84 | -1.01 | -1.57 | -2.05 | -0.83 | -0.26 | 1.39 | -0.36 | -0.01 | 0.56 | 0.75 | -0.49 | 0.57 | 2.5 | 0.08 |
Draw Down(%) | NA | 98.8 | 98.9 | 98.9 | 98.9 | NA | NA | 98.9 | 18.9 | 98.8 | 12.7 | 15.1 | 16.5 | 21.4 | 12.9 | 13.1 | 11.6 | 21.4 | 49.9 | 17.6 | 20.2 | 16.7 | 27.7 | 10.2 | 20.9 | 18.5 | 14.6 | 15.1 | 52.6 | 15.6 | 9.3 | 3.3 |
Standard Deviation(%) | NA | 1923.4 | 311.8 | 219.5 | 147.0 | NA | NA | 96.7 | 0.0 | 2008.0 | 11.8 | 10.7 | 10.1 | 13.4 | 12.3 | 15.7 | 14.3 | 19.4 | 40.1 | 12.8 | 11.4 | 17.9 | 19.7 | 14.4 | 22.2 | 23.8 | 20.2 | 23.4 | 48.7 | 22.5 | 15.8 | 17.1 |
Treynor Ratio | NA | 0.12 | 0.23 | 0.25 | 0.44 | NA | NA | 0.52 | 0.0 | 0.12 | -0.87 | -7.87 | 0.84 | -0.71 | -0.05 | -0.22 | -0.28 | 0.89 | -4.03 | -6.0 | -1.19 | -0.33 | -0.17 | 6.61 | 0.24 | -0.03 | 0.38 | -0.36 | 0.81 | -0.54 | 1.03 | 0.27 |
Alpha | NA | 2.83 | -0.55 | -0.42 | -0.16 | NA | NA | -0.05 | NA | 2.68 | -0.03 | -0.08 | -0.08 | -0.08 | 0.01 | -0.01 | 0.0 | 0.13 | -0.13 | -0.07 | -0.07 | 0.0 | -0.01 | 0.06 | -0.02 | 0.01 | 0.07 | 0.05 | -0.04 | 0.05 | 0.13 | 0.01 |
Beta | NA | -9.97 | -4.38 | -3.17 | -1.15 | NA | NA | -0.5 | NA | -9.99 | 0.21 | 0.03 | -0.2 | 0.45 | 0.29 | 0.3 | 0.2 | 0.4 | 0.1 | 0.03 | 0.2 | 0.46 | 0.3 | 0.03 | -0.33 | 0.05 | 0.3 | -0.49 | -0.3 | -0.24 | 0.38 | 0.05 |
RSquared | NA | 0.97 | 0.42 | 0.29 | 0.08 | NA | NA | 0.02 | 0.0 | 0.96 | 0.02 | 0.0 | 0.01 | 0.06 | 0.02 | 0.02 | 0.02 | 0.06 | 0.0 | 0.0 | 0.02 | 0.05 | 0.03 | 0.0 | 0.02 | 0.0 | 0.02 | 0.03 | 0.0 | 0.01 | 0.02 | 0.0 |
Yield(%) | N/A | 0.0 | 4.9 | 4.6 | 6.6 | 8.3 | 8.3 | N/A | 0.0 | 0.0 | 8.3 | 7.9 | 7.9 | 5.8 | 7.0 | 7.2 | 7.5 | 11.6 | 9.2 | 7.7 | 9.0 | 17.2 | 9.0 | 10.8 | 10.9 | 10.9 | 17.1 | 14.7 | 12.5 | 18.7 | 12.7 | 2.9 |
Dividend Growth(%) | N/A | -100.0 | -41.1 | -29.2 | -46.6 | N/A | N/A | N/A | N/A | -100.0 | -5.6 | -7.3 | 9.1 | -8.3 | 0.0 | 0.0 | -9.4 | -11.7 | 15.4 | -24.1 | -53.9 | 99.3 | 3.5 | 0.0 | 9.1 | -26.3 | 24.3 | -21.3 | -31.5 | 85.4 | 336.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/18/1995
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