Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LCDAX (Legg Mason Capital Mgmt Discip) | 3.31% | 5.66% | 6.57% | 1.66% | 3.13% | NA | NA | 4.56% |
Data as of 07/22/2025, AR inception is 11/16/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCDAX (Legg Mason Capital Mgmt Discip) | 11/16/2010 | 07/22/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 5.66 | 6.57 | 1.66 | 3.13 | NA | NA | 4.56 | 3.31 | 4.81 | 6.98 | -11.51 | -1.00 | 5.78 | 13.56 | -3.65 | 7.45 | 9.03 | 1.78 | 3.06 | 28.83 |
| Sharpe Ratio | NA | 0.72 | 0.99 | -0.09 | 0.41 | NA | NA | 0.40 | 0.86 | -0.70 | 0.75 | -2.56 | -0.49 | 0.62 | 5.14 | -1.91 | 3.39 | 2.81 | 0.67 | 1.15 | 0.08 |
| Standard Deviation(%) | NA | 2.87 | 3.58 | 3.45 | 4.07 | NA | NA | 8.46 | 3.18 | 2.53 | 3.66 | 5.06 | 2.10 | 8.92 | 2.37 | 2.61 | 2.02 | 3.14 | 2.60 | 2.66 | 104.71 |
| Draw Down(%) | NA | 2.93 | 8.10 | 20.57 | 20.57 | NA | NA | 20.57 | 2.93 | 1.74 | 4.42 | 19.02 | 2.85 | 19.47 | 1.24 | 5.39 | 1.10 | 3.57 | 3.21 | 4.36 | 0.27 |
| Yield(%) | 0.00 | 3.73 | 4.33 | 3.54 | 4.09 | 4.04 | 3.03 | 4.33 | 1.70 | 3.77 | 4.84 | 3.59 | 3.06 | 3.93 | 4.74 | 4.36 | 5.29 | 4.58 | 4.51 | 3.86 | 0.00 |
Data as of 07/22/2025, AR inception is 11/16/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCDAX (Legg Mason Capital Mgmt Discip) |
-4.26%
Oct 2019 - Oct 2022 |
-1.14%
Oct 2017 - Oct 2022 |
2.62%
Jun 2014 - Jun 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCDAX (Legg Mason Capital Mgmt Discip) |
6.80%
Aug 2018 - Aug 2021 |
6.29%
Jan 2016 - Jan 2021 |
3.14%
Feb 2015 - Feb 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart