Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESD (Western Asset Emerging Markets Debt) | NA | -38.33% | -12.88% | -9.30% | 1.17% | NA | NA | … | … |
Data as of 10/23/2017, Common starting date is 12/04/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESD (Western Asset Emerging Markets Debt) | 12/04/2003 | 10/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -38.33 | -12.88 | -9.30 | 1.17 | NA | NA | … | … | 4.21 | -27.98 | -4.89 | -0.58 | -14.94 | 24.71 | 10.06 | 9.99 | 53.54 | -20.75 | 7.82 | 8.57 | -0.33 | 7.10 | 0.81 |
| Sharpe Ratio | NA | -0.32 | -0.36 | -0.34 | 0.04 | NA | NA | … | … | 0.12 | -0.56 | -0.46 | -0.05 | -0.94 | 2.04 | 0.65 | 0.72 | 2.18 | -0.51 | 0.46 | 0.75 | -0.17 | 0.29 | 3.28 |
| Standard Deviation(%) | NA | 120.88 | 35.99 | 27.77 | 25.84 | NA | NA | … | … | 36.22 | 52.34 | 10.71 | 11.19 | 16.00 | 12.20 | 15.44 | 13.82 | 24.48 | 42.07 | 10.53 | 7.08 | 14.89 | 21.24 | 3.43 |
| Draw Down(%) | NA | 41.24 | 44.30 | 44.37 | 48.26 | NA | NA | … | … | 0.76 | 44.30 | 16.35 | 17.33 | 22.97 | 8.40 | 12.48 | 11.44 | 21.20 | 48.26 | 13.57 | 8.97 | 11.70 | 26.02 | 0.62 |
| Yield(%) | 0.00 | 1.35 | 5.41 | 5.23 | 7.31 | 6.34 | 4.76 | … | … | 0.00 | 9.12 | 8.31 | 8.19 | 6.52 | 7.43 | 7.22 | 7.82 | 12.11 | 9.32 | 7.74 | 9.31 | 6.58 | 9.90 | 0.00 |
Data as of 10/23/2017, Common starting date is 12/04/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESD (Western Asset Emerging Markets Debt) |
-12.02%
Dec 2013 – Dec 2016 |
-6.35%
Sep 2012 – Sep 2017 |
1.38%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESD (Western Asset Emerging Markets Debt) |
32.66%
Nov 2008 – Nov 2011 |
19.19%
Nov 2008 – Nov 2013 |
10.25%
Jun 2004 – Jun 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart