Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LACIX (Legg Mason Cap Mgmt All Cap I) | NA | 23.84% | 12.78% | 20.38% | NA | NA | NA | 4.29% |
Data as of 12/19/2013, AR inception is 12/20/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LACIX (Legg Mason Cap Mgmt All Cap I) | 12/20/2007 | 12/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.84 | 12.78 | 20.38 | NA | NA | NA | 4.29 | 24.31 | 14.92 | -0.63 | 14.22 | 53.76 | -50.95 | 0.90 |
| Sharpe Ratio | NA | 2.33 | 0.71 | 0.84 | NA | NA | NA | 0.11 | 2.49 | 1.03 | -0.03 | 0.64 | 1.44 | -0.97 | 2.16 |
| Standard Deviation(%) | NA | 10.20 | 18.14 | 24.20 | NA | NA | NA | 31.12 | 10.07 | 14.55 | 25.82 | 22.15 | 37.27 | 53.30 | 20.23 |
| Draw Down(%) | NA | 4.29 | 23.82 | 32.98 | NA | NA | NA | 65.51 | 4.29 | 13.24 | 23.82 | 18.44 | 32.98 | 64.13 | 2.61 |
| Yield(%) | 0.00 | 0.86 | 0.51 | 0.54 | 0.13 | 0.09 | 0.07 | 0.26 | 0.00 | 0.98 | 0.52 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/19/2013, AR inception is 12/20/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LACIX (Legg Mason Cap Mgmt All Cap I) |
-0.78%
Jan 2008 - Jan 2011 |
2.90%
Jan 2008 - Jan 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LACIX (Legg Mason Cap Mgmt All Cap I) |
34.09%
Feb 2009 - Feb 2012 |
21.40%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart