Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LAOSX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS IS) | NA | 170,683.33% | 988.36% | 326.74% | 112.30% | NA | NA | … | … |
Data as of 10/29/2024, Common starting date is 09/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LAOSX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS IS) | 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 (%) | 142,816.67 | 170,683.33 | 988.36 | 326.74 | 112.30 | NA | NA | … | … | -2.37 | 16.09 | -20.71 | -3.36 | 7.00 | -5.06 | 1.65 | 15.21 | 6.57 | 1.58 | 8.11 | 5.10 |
| Sharpe Ratio | NA | 1.10 | -0.56 | -0.22 | 0.12 | NA | NA | … | … | -0.99 | 0.81 | -1.61 | -0.50 | 0.57 | -0.41 | 0.02 | 3.33 | 0.75 | 0.23 | 1.09 | 3.03 |
| Standard Deviation(%) | NA | 11.49 | 12.95 | 11.67 | 9.42 | NA | NA | … | … | 10.13 | 14.83 | 13.75 | 6.76 | 11.79 | 15.68 | 15.09 | 4.40 | 8.40 | 6.69 | 7.42 | 5.44 |
| Draw Down(%) | NA | 10.68 | 29.40 | 30.40 | 30.40 | NA | NA | … | … | 10.26 | 15.22 | 28.91 | 9.25 | 21.31 | 18.80 | 7.26 | 2.08 | 7.74 | 4.41 | 4.89 | 1.25 |
| Yield(%) | 0.00 | 0.52 | 1.02 | 2.63 | 3.47 | 2.78 | 2.08 | … | … | 98.97 | 0.49 | 0.00 | 2.66 | 0.07 | 11.33 | 2.59 | 5.80 | 2.40 | 6.93 | 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 |
|---|---|---|---|---|
| LAOSX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS IS) |
-7.08%
Oct 2019 – Oct 2022 |
-2.54%
Oct 2017 – Oct 2022 |
1.90%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LAOSX (WESTERN ASSET MACRO OPPORTUNITIES FUND CLASS IS) |
8.90%
Oct 2018 – Oct 2021 |
7.73%
Dec 2015 – Dec 2020 |
3.83%
Dec 2013 – Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart