Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LM (Legg Mason Inc) | NA | 38.05% | 11.96% | 3.80% | 7.97% | -2.66% | 5.76% | … | … |
Data as of 07/31/2020, Common starting date is 08/01/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LM (Legg Mason Inc) | 08/01/1983 | 07/31/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 38.05 | 11.96 | 3.80 | 7.97 | -2.66 | 5.76 | … | … | 39.21 | 40.77 | -39.23 | 40.35 | -23.76 | -26.49 | 22.75 | 69.05 | 6.94 | -33.69 | 20.26 | 37.65 | -70.05 | -23.04 | -20.59 | 63.38 | 42.38 | 59.00 | -2.88 | -8.29 | 50.34 | 14.85 | 12.85 | 93.72 | 40.00 | 29.41 | -14.57 | 19.59 | 7.22 | 86.54 | 5.05 | 11.24 | 2.30 | -48.82 | 28.79 | 114.29 | -13.48 | -41.06 |
| Sharpe Ratio | NA | 0.35 | -0.52 | -0.82 | -0.53 | NA | NA | … | … | 1.75 | 0.73 | -2.21 | 0.96 | -1.66 | -1.92 | 0.18 | 2.07 | -0.43 | -1.19 | 0.04 | 0.26 | -0.88 | -1.59 | -1.26 | 1.27 | 0.82 | 1.54 | -0.63 | -0.80 | -0.33 | 0.86 | 1.01 | 1.48 | 1.92 | -1.75 | -0.52 | 0.89 | 0.33 | 3.07 | 0.16 | 0.36 | 0.07 | -1.10 | 0.80 | 3.38 | -0.37 | -1.77 |
| Standard Deviation(%) | NA | 29.80 | 26.82 | 28.32 | 29.12 | NA | NA | … | … | 32.98 | 23.99 | 27.51 | 22.22 | 34.68 | 23.45 | 24.14 | 24.35 | 27.55 | 44.04 | 39.05 | 73.52 | 101.96 | 28.44 | 34.28 | 33.37 | 27.77 | 25.86 | 36.20 | 37.46 | 55.03 | 46.53 | 45.81 | 31.66 | 21.74 | 18.69 | 24.85 | 21.96 | 21.79 | 28.01 | 31.14 | 31.16 | 33.22 | 44.36 | 35.78 | 33.78 | 36.75 | 40.46 |
| Draw Down(%) | NA | 14.03 | 49.05 | 52.73 | 60.10 | NA | NA | … | … | 10.62 | 14.03 | 49.05 | 11.93 | 36.57 | 35.76 | 12.14 | 17.08 | 23.64 | 38.85 | 26.53 | 57.44 | 82.57 | 37.55 | 39.66 | 16.55 | 25.88 | 14.15 | 33.02 | 36.69 | 26.66 | 24.21 | 42.16 | 17.77 | 17.28 | 12.75 | 26.73 | 17.30 | 28.17 | 14.56 | 36.57 | 24.41 | 26.21 | 60.71 | 35.18 | 20.78 | 33.33 | 45.70 |
| Yield(%) | 0.00 | 4.25 | 3.50 | 2.50 | 2.87 | 0.77 | 1.97 | … | … | 2.19 | 5.97 | 3.13 | 3.45 | 2.67 | 1.42 | 1.42 | 1.89 | 1.67 | 0.82 | 0.56 | 1.45 | 1.33 | 0.95 | 0.65 | 0.92 | 0.96 | 1.04 | 0.85 | 0.74 | 1.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/31/2020, Common starting date is 08/01/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LM (Legg Mason Inc) |
-53.16%
Feb 2006 – Feb 2009 |
-23.57%
Aug 2005 – Aug 2010 |
-12.80%
Feb 2006 – Feb 2016 |
-2.82%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LM (Legg Mason Inc) |
82.78%
Feb 2003 – Feb 2006 |
47.43%
Mar 2001 – Mar 2006 |
39.22%
Dec 1995 – Dec 2005 |
33.95%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart