Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMAOX (LEGG MASON BW ALTERNATIVE CREDIT FUND CLASS FI) | -0.94% | 0.75% | 0.53% | 1.99% | 1.81% | NA | NA | 2.45% |
Data as of 07/02/2025, AR inception is 12/05/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMAOX (LEGG MASON BW ALTERNATIVE CREDIT FUND CLASS FI) | 12/05/2013 | 07/02/2025 |
| 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 (%) | -0.95 | 0.75 | 0.53 | 1.99 | 1.81 | NA | NA | 2.45 | -0.94 | 5.75 | -3.24 | -2.61 | 4.58 | 0.93 | 6.21 | -0.23 | 8.95 | 5.46 | -6.33 | 8.98 | 0.80 |
| Sharpe Ratio | NA | -0.63 | -0.67 | -0.02 | 0.08 | NA | NA | 0.25 | -1.11 | -0.28 | -1.59 | -0.88 | 1.98 | 0.07 | 2.50 | -0.74 | 3.38 | 1.34 | -1.26 | 3.23 | 7.03 |
| Standard Deviation(%) | NA | 3.95 | 4.27 | 3.82 | 4.71 | NA | NA | 4.49 | 4.46 | 2.97 | 4.76 | 4.54 | 2.31 | 10.10 | 1.92 | 2.09 | 2.47 | 3.92 | 5.04 | 2.78 | 1.78 |
| Draw Down(%) | NA | 4.29 | 7.11 | 9.27 | 20.46 | NA | NA | 20.46 | 4.29 | 2.04 | 6.63 | 6.36 | 1.24 | 20.46 | 0.85 | 2.44 | 1.17 | 3.63 | 10.74 | 2.39 | 0.10 |
| Yield(%) | 0.00 | 8.09 | 5.46 | 4.88 | 3.71 | 2.94 | 2.20 | 4.01 | 0.97 | 11.98 | 3.46 | 2.12 | 3.76 | 3.92 | 3.19 | 2.10 | 3.97 | 0.22 | 4.50 | 4.82 | 0.00 |
Data as of 07/02/2025, AR inception is 12/05/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMAOX (LEGG MASON BW ALTERNATIVE CREDIT FUND CLASS FI) |
-1.85%
Apr 2017 - Apr 2020 |
-0.72%
Apr 2015 - Apr 2020 |
1.65%
Apr 2015 - Apr 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMAOX (LEGG MASON BW ALTERNATIVE CREDIT FUND CLASS FI) |
6.13%
Jun 2016 - Jun 2019 |
5.35%
Feb 2016 - Feb 2021 |
2.11%
Jan 2014 - Jan 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart