Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LAOIX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS I) | NA | 555,407.90% | 1,512.16% | 439.93% | 138.70% | NA | NA | … | … |
Data as of 10/29/2024, Common starting date is 09/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAOIX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS I) | 09/04/2013 | 10/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 465,809.54 | 555,407.90 | 1,512.16 | 439.93 | 138.70 | NA | NA | … | … | -2.38 | 16.06 | -20.86 | -3.29 | 6.81 | -5.00 | 1.67 | 15.16 | 6.49 | 1.41 | 8.01 | 5.10 |
| Sharpe Ratio | NA | 1.10 | -0.56 | -0.23 | 0.11 | NA | NA | … | … | -0.99 | 0.80 | -1.62 | -0.49 | 0.56 | -0.41 | 0.02 | 3.27 | 0.74 | 0.21 | 1.07 | 3.03 |
| Standard Deviation(%) | NA | 11.44 | 13.03 | 11.70 | 9.46 | NA | NA | … | … | 10.13 | 14.98 | 13.80 | 6.73 | 11.70 | 15.59 | 14.97 | 4.46 | 8.50 | 6.66 | 7.45 | 5.44 |
| Draw Down(%) | NA | 10.81 | 29.48 | 30.47 | 30.47 | NA | NA | … | … | 10.30 | 15.28 | 28.98 | 9.28 | 21.35 | 18.70 | 7.27 | 2.17 | 7.65 | 4.50 | 4.90 | 1.25 |
| Yield(%) | 0.00 | 0.42 | 0.97 | 2.58 | 3.41 | 2.73 | 2.05 | … | … | 98.92 | 0.39 | 0.00 | 2.59 | 0.05 | 11.26 | 2.49 | 5.73 | 2.31 | 6.86 | 4.30 | 3.00 |
Data as of 10/29/2024, Common starting date is 09/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAOIX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS I) |
-7.16%
Oct 2019 – Oct 2022 |
-2.62%
Oct 2017 – Oct 2022 |
1.82%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAOIX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS I) |
8.79%
Oct 2018 – Oct 2021 |
7.63%
Dec 2015 – Dec 2020 |
3.74%
Dec 2013 – Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart