Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HGVSX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS B) | NA | 1.35% | 2.75% | 3.07% | 4.06% | 4.00% | 4.36% | … | … |
Data as of 12/30/2016, Common starting date is 06/29/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HGVSX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS B) | 06/29/1984 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.35 | 2.75 | 3.07 | 4.06 | 4.00 | 4.36 | … | … | 0.75 | 1.20 | 5.61 | 0.98 | 7.00 | 5.61 | 8.68 | 8.06 | -0.02 | 3.55 | 3.38 | 1.81 | 3.13 | 1.42 | 9.47 | 5.04 | 11.06 | -5.32 | 7.45 | 10.81 | 1.43 | 13.92 | -3.31 | 10.55 | 5.50 | 16.35 | 7.08 | 14.68 | 6.83 | -9.27 | 10.65 | 15.02 | 10.05 |
| Sharpe Ratio | NA | 0.30 | 0.84 | 0.92 | 1.00 | NA | NA | … | … | 0.14 | 0.39 | 2.20 | 0.32 | 1.80 | 2.26 | 2.89 | 2.31 | -0.15 | 0.15 | 0.03 | -0.13 | 0.63 | 0.19 | 2.14 | 0.58 | 1.63 | -1.63 | 0.84 | -7.78 | -0.30 | 2.08 | -1.05 | 1.78 | 0.58 | 2.56 | 0.28 | 1.54 | 0.37 | -1.70 | 1.07 | 1.00 | 3.63 |
| Standard Deviation(%) | NA | 3.81 | 3.17 | 3.26 | 3.64 | NA | NA | … | … | 3.77 | 3.00 | 2.55 | 2.92 | 3.89 | 2.47 | 2.97 | 3.45 | 6.29 | 3.56 | 3.17 | 2.78 | 3.48 | 3.94 | 3.92 | 4.78 | 4.31 | 5.24 | 4.90 | 5.69 | 6.74 | 4.85 | 5.96 | 4.74 | 5.34 | 4.90 | 6.38 | 5.81 | 5.77 | 7.80 | 6.04 | 9.86 | 3.93 |
| Draw Down(%) | NA | 2.45 | 2.45 | 3.40 | 4.12 | NA | NA | … | … | 2.45 | 2.03 | 1.22 | 3.40 | 1.74 | 1.68 | 2.09 | 1.87 | 4.12 | 2.96 | 2.88 | 2.35 | 3.95 | 5.02 | 2.11 | 4.37 | 3.69 | 7.39 | 3.87 | 3.57 | 6.16 | 2.23 | 6.87 | 2.89 | 4.83 | 2.62 | 4.28 | 3.20 | 4.01 | 15.64 | 4.97 | 5.62 | 1.40 |
| Yield(%) | 0.00 | 1.25 | 2.56 | 2.77 | 3.15 | 3.32 | 3.80 | … | … | 0.74 | 2.76 | 3.30 | 2.99 | 3.58 | 3.34 | 3.09 | 2.68 | 3.20 | 4.26 | 3.97 | 3.11 | 3.29 | 3.31 | 3.55 | 4.16 | 5.62 | 4.51 | 5.37 | 6.09 | 5.62 | 6.58 | 5.10 | 6.92 | 6.53 | 7.76 | 8.05 | 8.39 | 8.32 | 5.41 | 8.23 | 12.24 | 5.20 |
Data as of 12/30/2016, Common starting date is 06/29/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HGVSX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS B) |
0.58%
May 2003 – May 2006 |
2.12%
Jun 2003 – Jun 2008 |
3.18%
Oct 1998 – Oct 2008 |
3.78%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HGVSX (WESTERN ASSET MORTGAGE BACKED SECURITIES FUND CLASS B) |
13.26%
Aug 1990 – Aug 1993 |
11.34%
Aug 1988 – Aug 1993 |
8.31%
Aug 1988 – Aug 1998 |
7.31%
May 1988 – May 2003 |
Annualized Rolling Returns Comparison Chart