Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSGWX (Legg Mason ClearBridge Dividend Strat 1 ) | NA | 0.22% | -4.41% | -0.11% | -1.42% | NA | NA | 4.48% |
Data as of 06/07/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSGWX (Legg Mason ClearBridge Dividend Strat 1 ) | 06/21/1996 | 06/07/2011 |
| 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 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.22 | -4.41 | -0.11 | -1.42 | NA | NA | 4.48 | -15.76 | 11.71 | 21.55 | -28.20 | 6.38 | 18.11 | -0.33 | 3.22 | 24.29 | -26.32 | -14.84 | -5.59 | 29.23 | 29.02 | 27.81 | 10.89 |
| Sharpe Ratio | NA | 0.00 | -0.13 | -0.04 | -0.09 | NA | NA | -0.03 | -0.85 | 0.72 | 0.90 | -0.82 | 0.23 | 1.74 | -0.29 | 0.20 | 1.33 | -1.07 | -0.82 | -0.42 | 1.33 | 0.97 | -1.66 | 1.54 |
| Standard Deviation(%) | NA | 35.10 | 34.51 | 31.56 | 29.64 | NA | NA | 21.33 | 39.00 | 16.18 | 23.77 | 35.53 | 14.70 | 8.57 | 8.58 | 11.53 | 17.71 | 25.69 | 21.14 | 23.18 | 19.56 | 26.38 | 16.42 | 11.80 |
| Draw Down(%) | NA | 23.77 | 40.11 | 45.84 | 45.84 | NA | NA | 52.04 | 23.77 | 13.75 | 23.48 | 38.67 | 9.18 | 7.02 | 5.82 | 11.35 | 13.54 | 34.45 | 30.15 | 19.28 | 10.04 | 26.53 | 9.48 | 7.86 |
| Yield(%) | 0.00 | 2.24 | 2.01 | 3.76 | 2.20 | 6.26 | 4.69 | 6.70 | 0.00 | 2.60 | 2.64 | 2.12 | 5.98 | 6.22 | 6.57 | 0.70 | 0.17 | 0.05 | 0.44 | 9.30 | 7.76 | 10.66 | 21.23 | 9.16 |
Data as of 06/07/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSGWX (Legg Mason ClearBridge Dividend Strat 1 ) |
-18.76%
Mar 2000 - Mar 2003 |
-7.62%
Aug 2000 - Aug 2005 |
-3.26%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSGWX (Legg Mason ClearBridge Dividend Strat 1 ) |
31.36%
Mar 1997 - Mar 2000 |
15.98%
Jul 1996 - Jul 2001 |
7.15%
Jul 1996 - Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart