Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DDBI (Legg Mason Dev ex-US Divers Cor ETF) | NA | -4.94% | 5.88% | NA | NA | NA | NA | 4.58% |
Data as of 03/22/2019, AR inception is 12/29/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDBI (Legg Mason Dev ex-US Divers Cor ETF) | 12/29/2015 | 03/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | -4.94 | 5.88 | NA | NA | NA | NA | 4.58 | 5.68 | -11.46 | 24.47 | -0.07 | -1.73 |
| Sharpe Ratio | NA | -0.55 | 0.39 | NA | NA | NA | NA | 0.25 | 2.47 | -0.97 | 3.12 | -0.01 | -20.37 |
| Standard Deviation(%) | NA | 11.67 | 12.86 | NA | NA | NA | NA | 13.73 | 10.74 | 13.19 | 7.68 | 18.65 | 4.37 |
| Draw Down(%) | NA | 15.74 | 18.63 | NA | NA | NA | NA | 18.63 | 3.16 | 18.63 | 2.63 | 11.96 | 1.73 |
| Yield(%) | 0.00 | 4.13 | 3.29 | 1.90 | 0.95 | 0.63 | 0.48 | 3.17 | 0.00 | 4.07 | 1.90 | 3.07 | 0.00 |
Data as of 03/22/2019, AR inception is 12/29/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDBI (Legg Mason Dev ex-US Divers Cor ETF) |
7.84%
Jan 2016 - Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDBI (Legg Mason Dev ex-US Divers Cor ETF) |
8.88%
Feb 2016 - Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart