Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
LIGIX (Legg Mason Investment Grade Inc Instl) | NA | -7.26% | NA | NA | NA | NA | NA | -9.79% |
Data as of 08/21/2009, AR inception is 01/26/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
LIGIX (Legg Mason Investment Grade Inc Instl) | 01/26/2007 | 08/21/2009 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -7.26 | NA | NA | NA | NA | NA | -9.79 | 20.74 | -30.40 | -3.16 |
Sharpe Ratio | NA | -0.60 | NA | NA | NA | NA | NA | -1.06 | 3.50 | -3.01 | -1.58 |
Standard Deviation(%) | NA | 12.39 | NA | NA | NA | NA | NA | 8.63 | 9.77 | 10.36 | 4.05 |
Draw Down(%) | NA | 31.95 | NA | NA | NA | NA | NA | 41.03 | 13.43 | 36.45 | 6.20 |
Yield(%) | 0.00 | 3.44 | 1.01 | 0.60 | 0.30 | 0.20 | 0.15 | 1.51 | 3.74 | 0.53 | 0.00 |
Data as of 08/21/2009, AR inception is 01/26/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LIGIX (Legg Mason Investment Grade Inc Instl) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LIGIX (Legg Mason Investment Grade Inc Instl) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart