Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CLCBX (Legg Mason Partners Diverse Lg Cp Gr B) | NA | 16.64% | 2.32% | 1.99% | -0.43% | NA | NA | -2.78% |
Data as of 07/22/2011, AR inception is 06/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLCBX (Legg Mason Partners Diverse Lg Cp Gr B) | 06/25/1999 | 07/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.64 | 2.32 | 1.99 | -0.43 | NA | NA | -2.78 | 0.92 | 10.28 | 37.54 | -40.89 | 7.91 | 13.26 | -3.30 | 0.37 | 22.36 | -25.97 | -12.14 | -18.93 | 2.97 |
| Sharpe Ratio | NA | 1.14 | 0.08 | 0.05 | -0.09 | NA | NA | -0.20 | 0.11 | 0.56 | 1.42 | -1.09 | 0.33 | 1.13 | -0.59 | -0.05 | 1.27 | -1.01 | -0.59 | -0.81 | 0.09 |
| Standard Deviation(%) | NA | 14.57 | 28.28 | 24.24 | 21.09 | NA | NA | 22.18 | 14.27 | 18.25 | 26.46 | 38.11 | 15.06 | 8.89 | 9.33 | 11.15 | 17.08 | 26.92 | 24.82 | 28.40 | 25.89 |
| Draw Down(%) | NA | 9.82 | 43.75 | 52.98 | 52.98 | NA | NA | 65.60 | 9.82 | 16.35 | 19.42 | 49.29 | 9.17 | 7.09 | 8.96 | 12.49 | 12.11 | 34.23 | 30.67 | 26.01 | 11.79 |
| Yield(%) | 0.00 | 2.41 | 0.77 | 0.48 | 0.21 | 0.68 | 0.51 | 0.84 | 0.00 | 2.36 | 0.00 | 0.00 | 0.00 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7.73 | 0.85 |
Data as of 07/22/2011, AR inception is 06/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLCBX (Legg Mason Partners Diverse Lg Cp Gr B) |
-20.84%
Sep 1999 - Sep 2002 |
-10.11%
Aug 2000 - Aug 2005 |
-5.82%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLCBX (Legg Mason Partners Diverse Lg Cp Gr B) |
9.45%
Oct 2004 - Oct 2007 |
10.17%
Sep 2002 - Sep 2007 |
0.55%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart