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SHYOX: WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | High Yield Bond |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/27/1995 |
Last Dividend Date: | 10/31/2022 |
12-Mo. Yield | 6.04% |
Expenses | 0.90% |
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Performance Analytics (As of 11/18/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/18/1997 |
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 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | -10.1 | 0.5 | 1.6 | 3.2 | 4.3 | 5.8 | 5.0 | -11.2 | 2.1 | 6.7 | 13.8 | -4.4 | 8.2 | 15.9 | -5.9 | -1.9 | 6.5 | 19.4 | 0.7 | 14.9 | 54.1 | -32.6 | 0.4 | 9.7 | 4.3 | 10.8 | 24.4 | 6.7 | 4.5 | -3.3 | 7.3 | -6.9 | 13.4 | 21.2 | 15.3 |
Sharpe Ratio | NA | -1.2 | 0.0 | 0.11 | 0.44 | NA | NA | 0.76 | -1.43 | 0.64 | 0.56 | 2.8 | -1.32 | 2.49 | 2.7 | -1.19 | -0.51 | 1.67 | 5.04 | 0.11 | 2.93 | 6.82 | -2.92 | -0.54 | 2.12 | 0.58 | 2.55 | 5.33 | 0.76 | 0.33 | -1.43 | 0.79 | -1.26 | 2.05 | 3.7 | 2.83 |
Draw Down(%) | NA | 16.2 | 21.0 | 21.0 | 21.0 | NA | NA | 40.0 | 16.2 | 3.7 | 21.0 | 3.6 | 6.0 | 1.9 | 5.5 | 10.5 | 10.0 | 6.2 | 3.6 | 11.5 | 6.5 | 9.7 | 37.9 | 7.4 | 2.8 | 5.0 | 5.9 | 4.7 | 11.3 | 8.9 | 8.7 | 3.9 | 18.4 | 4.4 | 2.6 | 2.2 |
Standard Deviation(%) | NA | 9.3 | 8.7 | 7.3 | 6.0 | NA | NA | 6.0 | 9.6 | 3.2 | 11.5 | 4.4 | 4.3 | 3.1 | 5.8 | 5.0 | 3.8 | 3.9 | 3.9 | 5.9 | 5.0 | 7.9 | 11.4 | 4.9 | 3.0 | 3.7 | 3.8 | 4.5 | 7.4 | 6.6 | 5.1 | 5.2 | 8.1 | 4.8 | 4.7 | 5.1 |
Treynor Ratio | NA | -0.1 | 0.0 | 0.01 | 0.03 | NA | NA | 0.05 | -0.12 | 0.02 | 0.06 | 0.13 | -0.06 | 0.1 | 0.15 | -0.05 | -0.02 | 0.06 | 0.18 | 0.01 | 0.16 | 0.48 | -0.29 | -0.02 | 0.07 | 0.02 | 0.12 | 0.26 | 0.05 | 0.04 | -0.08 | 0.07 | -0.11 | 0.12 | 0.17 | 0.13 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.01 | -0.01 | -0.01 | 0.01 | -0.01 | -0.01 | 0.01 | 0.01 | -0.02 | -0.02 | 0.01 | 0.01 | -0.03 | 0.01 | 0.03 | -0.05 | -0.01 | 0.01 | 0.01 | 0.01 | 0.03 | 0.02 | 0.01 | -0.01 | 0.04 | -0.02 | 0.04 | 0.08 | 0.04 |
Beta | NA | 1.12 | 1.06 | 1.04 | 1.03 | NA | NA | 1.01 | 1.12 | 0.99 | 1.03 | 0.98 | 0.94 | 0.79 | 1.04 | 1.09 | 0.93 | 1.01 | 1.06 | 1.02 | 0.92 | 1.12 | 1.14 | 1.1 | 0.97 | 1.04 | 0.83 | 0.92 | 1.11 | 0.6 | 0.98 | 0.61 | 0.96 | 0.79 | 1.04 | 1.1 |
RSquared | NA | 0.82 | 0.85 | 0.82 | 0.8 | NA | NA | 0.63 | 0.83 | 0.58 | 0.9 | 0.55 | 0.64 | 0.53 | 0.82 | 0.75 | 0.71 | 0.71 | 0.73 | 0.84 | 0.65 | 0.77 | 0.8 | 0.83 | 0.69 | 0.7 | 0.48 | 0.49 | 0.5 | 0.44 | 0.5 | 0.07 | 0.13 | 0.17 | 0.37 | 0.21 |
Yield(%) | N/A | 4.7 | 4.8 | 4.9 | 5.4 | 5.7 | 7.0 | N/A | 3.7 | 4.4 | 4.9 | 6.1 | 5.5 | 5.7 | 7.5 | 7.1 | 6.6 | 6.8 | 8.2 | 8.3 | 8.9 | 12.4 | 7.3 | 8.1 | 7.2 | 7.1 | 6.6 | 8.6 | 9.8 | 11.6 | 11.4 | 10.9 | 9.2 | 11.4 | 11.4 | 9.5 |
Dividend Growth(%) | N/A | 2.4 | -16.5 | -30.1 | -35.3 | N/A | N/A | N/A | -17.9 | -9.7 | -13.9 | 0.0 | 0.0 | -18.2 | -6.4 | -2.1 | -4.0 | -9.1 | -8.3 | -1.6 | 0.0 | 5.2 | -15.9 | 15.0 | -1.6 | 10.9 | -11.3 | -16.2 | -21.3 | -13.0 | 0.0 | 0.0 | -17.6 | 9.2 | 26.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/18/1997
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