Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GDF (Western Asset Global Partners Common) | NA | 19.36% | 2.52% | 1.82% | 6.23% | 7.55% | 8.55% | … | … |
Data as of 03/20/2017, Common starting date is 08/21/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GDF (Western Asset Global Partners Common) | 08/21/1995 | 03/20/2017 |
| 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 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19.36 | 2.52 | 1.82 | 6.23 | 7.55 | 8.55 | … | … | 0.00 | 29.28 | -13.01 | -1.51 | -6.35 | 5.37 | 20.97 | 13.35 | 113.62 | -37.72 | -5.50 | 21.15 | -14.49 | 3.04 | 54.06 | 8.28 | 25.85 | 21.78 | 6.90 | -18.45 | 19.11 | 41.42 | 11.40 |
| Sharpe Ratio | NA | -2.06 | -2.28 | -1.70 | -0.58 | NA | NA | … | … | 0.00 | -0.51 | -3.07 | -2.41 | -1.92 | -0.78 | 0.10 | -0.18 | 3.02 | -1.16 | -1.44 | -0.13 | -1.94 | -0.87 | 2.32 | -0.49 | 0.21 | -0.08 | 0.17 | -0.69 | 0.74 | 2.29 | 2.03 |
| Standard Deviation(%) | NA | 6.49 | 9.24 | 11.61 | 24.26 | NA | NA | … | … | NA | 9.54 | 10.26 | 8.31 | 12.99 | 17.07 | 23.96 | 28.96 | 31.44 | 49.15 | 19.21 | 9.28 | 18.32 | 19.12 | 14.97 | 23.64 | 22.11 | 16.96 | 20.99 | 31.55 | 20.95 | 16.37 | 15.37 |
| Draw Down(%) | NA | 3.59 | 26.71 | 33.15 | 57.38 | NA | NA | … | … | 0.00 | 8.86 | 17.45 | 14.77 | 22.05 | 13.73 | 23.45 | 18.64 | 28.61 | 53.51 | 24.40 | 8.03 | 24.61 | 21.99 | 8.55 | 28.18 | 14.79 | 11.26 | 17.19 | 41.93 | 14.72 | 12.21 | 2.27 |
| Yield(%) | 0.00 | 4.49 | 6.50 | 6.80 | 7.59 | 8.27 | 8.38 | … | … | 0.00 | 7.51 | 8.98 | 8.44 | 8.30 | 8.67 | 9.50 | 9.74 | 17.33 | 9.42 | 7.52 | 8.24 | 6.44 | 8.93 | 12.60 | 12.27 | 12.54 | 14.45 | 12.19 | 11.56 | 17.61 | 15.10 | 6.53 |
Data as of 03/20/2017, Common starting date is 08/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDF (Western Asset Global Partners Common) |
-10.66%
Dec 2005 – Dec 2008 |
-8.88%
Dec 2003 – Dec 2008 |
4.29%
Nov 1998 – Nov 2008 |
6.72%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GDF (Western Asset Global Partners Common) |
43.08%
Dec 2008 – Dec 2011 |
23.65%
Dec 2008 – Dec 2013 |
13.88%
Sep 2002 – Sep 2012 |
13.24%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart