Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMBEX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS I) | NA | -12.66% | 9.05% | 8.02% | NA | NA | NA | 9.02% |
Data as of 10/17/2022, AR inception is 11/05/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBEX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS I) | 11/05/2014 | 10/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.99 | -12.66 | 9.05 | 8.02 | NA | NA | NA | 9.02 | -14.37 | 10.37 | 7.34 | 22.50 | -9.26 | 21.90 | 10.37 | -3.69 | 3.19 |
| Sharpe Ratio | NA | -0.63 | 0.33 | 0.32 | NA | NA | NA | 0.37 | -0.84 | 0.45 | 0.19 | 1.34 | -0.61 | 2.37 | 0.68 | -0.24 | 1.79 |
| Standard Deviation(%) | NA | 21.22 | 25.98 | 22.53 | NA | NA | NA | 19.75 | 22.41 | 22.92 | 36.66 | 15.77 | 17.47 | 9.00 | 14.89 | 15.82 | 12.89 |
| Draw Down(%) | NA | 19.60 | 36.63 | 36.63 | NA | NA | NA | 36.63 | 19.60 | 18.86 | 36.63 | 8.98 | 21.33 | 4.74 | 12.21 | 14.27 | 5.23 |
| Yield(%) | 0.00 | 14.90 | 9.96 | 8.51 | 5.54 | 3.69 | 2.77 | 7.91 | 0.90 | 18.07 | 5.27 | 4.76 | 9.36 | 3.31 | 1.44 | 3.06 | 0.39 |
Data as of 10/17/2022, AR inception is 11/05/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBEX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS I) |
0.62%
Mar 2017 - Mar 2020 |
1.66%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBEX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS I) |
20.79%
Dec 2018 - Dec 2021 |
16.05%
Jun 2016 - Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart