Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HIF (Western Asset High Income Fund Inc) | NA | -2.60% | 1.89% | 9.30% | 6.01% | 4.68% | NA | 7.08% |
Data as of 07/30/2013, AR inception is 09/15/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HIF (Western Asset High Income Fund Inc) | 09/15/1993 | 07/30/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.60 | 1.89 | 9.30 | 6.01 | 4.68 | NA | 7.08 | -3.68 | 12.66 | -2.90 | 14.19 | 73.47 | -26.09 | -1.80 | 18.56 | -5.87 | -3.00 | 32.60 | -1.76 | -3.21 | 19.41 | -12.62 | -1.36 | 20.37 | 20.28 | 22.41 | -8.81 | 6.71 |
| Sharpe Ratio | NA | -0.24 | 0.11 | 0.29 | 0.20 | NA | NA | 0.22 | -0.71 | 0.96 | -0.12 | 0.65 | 2.20 | -0.51 | -0.34 | 1.60 | -0.89 | -0.21 | 1.69 | -0.13 | -0.23 | 0.86 | -0.94 | -0.23 | 1.56 | 1.39 | 1.28 | -0.60 | 1.58 |
| Standard Deviation(%) | NA | 10.87 | 17.47 | 31.84 | 24.85 | NA | NA | 21.71 | 8.96 | 13.26 | 24.14 | 21.73 | 33.42 | 53.17 | 14.35 | 9.60 | 9.01 | 18.97 | 18.91 | 22.58 | 24.34 | 17.73 | 16.91 | 20.76 | 10.79 | 11.95 | 14.50 | 19.70 | 14.17 |
| Draw Down(%) | NA | 10.82 | 20.86 | 43.65 | 49.75 | NA | NA | 49.75 | 10.82 | 9.88 | 20.86 | 13.63 | 27.60 | 47.89 | 14.25 | 4.96 | 11.64 | 15.20 | 14.20 | 27.24 | 28.57 | 12.41 | 26.72 | 24.37 | 4.99 | 3.37 | 4.53 | 15.32 | 4.42 |
| Yield(%) | 0.00 | 6.61 | 7.55 | 9.63 | 7.29 | 5.73 | 7.28 | 7.66 | 3.52 | 8.18 | 8.51 | 9.74 | 13.82 | 9.38 | 7.57 | 7.68 | 6.33 | 7.59 | 10.13 | 9.17 | 9.65 | 13.04 | 10.26 | 9.85 | 12.61 | 10.70 | 11.54 | 10.50 | 4.15 |
Data as of 07/30/2013, AR inception is 09/15/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIF (Western Asset High Income Fund Inc) |
-5.68%
Feb 2006 - Feb 2009 |
-5.25%
Nov 2003 - Nov 2008 |
-0.54%
Nov 1998 - Nov 2008 |
3.27%
Nov 1993 - Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIF (Western Asset High Income Fund Inc) |
26.54%
Feb 2009 - Feb 2012 |
12.30%
Jul 1994 - Jul 1999 |
9.63%
Jul 2002 - Jul 2012 |
8.32%
Mar 1995 - Mar 2010 |
Annualized Rolling Returns Comparison Chart