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Performance Comparison
Comparison Box

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