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SEMDX: WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/30/1996 |
Last Dividend Date: | 07/07/2023 |
12-Mo. Yield | 104.86% |
Expenses | 1.85% |
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Performance Analytics (As of 07/07/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/12/1999 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 6.2 | -3.4 | 0.6 | 1.7 | NA | NA | � | -0.2 | -13.8 | -5.6 | 8.5 | 15.3 | -7.5 | 9.9 | 11.2 | -2.6 | 1.6 | -8.1 | 16.3 | 5.4 | 13.0 | 43.0 | -19.3 | 7.3 | 8.7 | 13.6 | 13.0 | 0.5 | -1.6 | 3.3 | 1.7 | 19.5 | -19.9 | -15.4 | -1.0 |
Sharpe Ratio | NA | 0.34 | -0.69 | -0.08 | 0.14 | NA | NA | 0.12 | -0.8 | -1.64 | -1.29 | 0.74 | 3.49 | -1.8 | 2.21 | 1.82 | -0.49 | 0.28 | -1.06 | 4.0 | 0.96 | 2.47 | 6.33 | -1.71 | 0.96 | 1.24 | 2.07 | 1.36 | -0.01 | -0.15 | 0.07 | -0.16 | 1.02 | -0.8 | -0.53 | NA |
Draw Down(%) | NA | 12.9 | 27.8 | 27.8 | 27.8 | NA | NA | 58.6 | 6.2 | 25.1 | 6.2 | 20.1 | 1.6 | 10.1 | 2.1 | 6.8 | 7.6 | 11.6 | 13.0 | 4.8 | 8.2 | 5.3 | 5.0 | 33.1 | 5.2 | 6.0 | 5.6 | 12.1 | 21.8 | 18.2 | 8.6 | 13.3 | 11.5 | 44.5 | 30.2 | 1.0 |
Standard Deviation(%) | NA | 8.2 | 6.7 | 7.4 | 6.5 | NA | NA | 13.0 | 6.3 | 9.2 | 4.4 | 11.2 | 4.0 | 4.9 | 4.2 | 6.0 | 5.5 | 5.6 | 7.7 | 4.1 | 5.6 | 5.2 | 6.8 | 11.8 | 4.4 | 4.4 | 5.5 | 8.8 | 23.3 | 18.3 | 12.9 | 14.5 | 16.0 | 28.8 | 35.3 | 0.0 |
Treynor Ratio | NA | 0.07 | -0.11 | -0.01 | 0.03 | NA | NA | 0.11 | -0.17 | -0.31 | -0.18 | 0.11 | 0.87 | -0.42 | 0.53 | 0.61 | 2.29 | -0.12 | -0.24 | 0.92 | 0.32 | 0.86 | 2.7 | -0.73 | 0.3 | 0.23 | 0.86 | 0.32 | -0.02 | 0.26 | -0.08 | 0.11 | -0.42 | -7.71 | 2.32 | 0.0 |
Alpha | NA | 0.02 | -0.01 | 0.01 | 0.01 | NA | NA | 0.01 | -0.01 | -0.02 | -0.01 | 0.01 | 0.05 | -0.03 | 0.03 | 0.04 | -0.01 | 0.01 | -0.03 | 0.06 | 0.02 | 0.05 | 0.14 | -0.09 | 0.01 | 0.02 | 0.05 | 0.03 | 0.0 | 0.0 | 0.01 | -0.01 | 0.05 | -0.09 | -0.06 | NA |
Beta | NA | 0.4 | 0.41 | 0.46 | 0.3 | NA | NA | 0.14 | 0.29 | 0.49 | 0.32 | 0.72 | 0.16 | 0.21 | 0.18 | 0.18 | -0.01 | -0.13 | 0.35 | 0.18 | 0.17 | 0.15 | 0.16 | 0.28 | 0.14 | 0.23 | 0.13 | 0.37 | 0.1 | -0.1 | -0.13 | -0.21 | -0.39 | 0.03 | -0.08 | NA |
RSquared | NA | 0.27 | 0.24 | 0.23 | 0.11 | NA | NA | 0.01 | 0.17 | 0.3 | 0.13 | 0.31 | 0.04 | 0.07 | 0.08 | 0.06 | 0.0 | 0.02 | 0.11 | 0.06 | 0.06 | 0.08 | 0.07 | 0.08 | 0.04 | 0.17 | 0.04 | 0.21 | 0.0 | 0.0 | 0.01 | 0.02 | 0.04 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 105.9 | 30.3 | 20.6 | 11.6 | 10.3 | 7.8 | N/A | 101.0 | 4.5 | 3.1 | 2.0 | 3.9 | 5.2 | 5.2 | 4.9 | 6.1 | 4.9 | 5.2 | 4.5 | 5.3 | 3.9 | 5.9 | 8.2 | 7.4 | 29.6 | 17.4 | 9.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 8.4 | 17.2 | 1.9 |
Dividend Growth(%) | N/A | 1950.0 | 640.0 | 257.1 | 12.8 | N/A | N/A | N/A | 1713.6 | 37.5 | 60.0 | -41.2 | -34.6 | 4.0 | 13.6 | -26.7 | 20.0 | -19.4 | 29.2 | -14.3 | 47.4 | -9.5 | -47.5 | 11.1 | -80.3 | 63.4 | 83.6 | N/A | N/A | N/A | N/A | N/A | -100.0 | -66.9 | 790.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/12/1999
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