Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GROBX (Legg Mason Partners Dividend Strategy B) | NA | -3.48% | -6.26% | -1.71% | -2.91% | NA | NA | 3.77% |
Data as of 06/07/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GROBX (Legg Mason Partners Dividend Strategy B) | 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 | -3.48 | -6.26 | -1.71 | -2.91 | NA | NA | 3.77 | -18.42 | 10.64 | 20.37 | -29.08 | 5.31 | 16.75 | -1.35 | 1.69 | 22.43 | -27.70 | -15.95 | -6.63 | 27.91 | 27.70 | 26.55 | 23.08 |
| Sharpe Ratio | NA | -0.09 | -0.17 | -0.08 | -0.11 | NA | NA | -0.06 | -0.88 | 0.65 | 0.85 | -0.84 | 0.16 | 1.57 | -0.41 | 0.06 | 1.23 | -1.12 | -0.88 | -0.46 | 1.26 | 0.93 | -1.74 | 2.27 |
| Standard Deviation(%) | NA | 40.65 | 38.24 | 37.26 | 40.32 | NA | NA | 21.88 | 43.26 | 16.17 | 23.78 | 35.47 | 14.66 | 8.61 | 8.62 | 11.56 | 17.72 | 25.71 | 21.14 | 23.16 | 19.57 | 26.12 | 16.42 | 19.68 |
| Draw Down(%) | NA | 26.01 | 40.61 | 46.80 | 46.80 | NA | NA | 57.10 | 26.01 | 13.83 | 23.57 | 39.31 | 9.22 | 7.14 | 6.46 | 11.96 | 13.75 | 35.33 | 30.72 | 19.58 | 10.14 | 26.71 | 9.52 | 7.90 |
| Yield(%) | 0.00 | 1.69 | 1.39 | 3.11 | 1.68 | 6.22 | 4.67 | 6.67 | 0.00 | 1.87 | 1.81 | 1.35 | 5.36 | 5.55 | 6.05 | 0.00 | 0.00 | 0.05 | 0.00 | 9.22 | 7.50 | 10.10 | 20.22 | 10.47 |
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 |
|---|---|---|---|---|
| GROBX (Legg Mason Partners Dividend Strategy B) |
-19.95%
Mar 2000 - Mar 2003 |
-8.96%
Aug 2000 - Aug 2005 |
-4.47%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GROBX (Legg Mason Partners Dividend Strategy B) |
30.36%
Jul 1996 - Jul 1999 |
17.29%
Jul 1996 - Jul 2001 |
7.00%
Jul 1996 - Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart