Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMBHX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS R) | NA | -13.16% | 8.37% | 7.35% | NA | NA | NA | 8.30% |
Data as of 10/17/2022, AR inception is 11/05/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBHX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS R) | 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 (%) | 2.00 | -13.16 | 8.37 | 7.35 | NA | NA | NA | 8.30 | -14.75 | 10.13 | 6.70 | 22.28 | -9.83 | 21.15 | 9.83 | -4.34 | 3.21 |
| Sharpe Ratio | NA | -0.66 | 0.31 | 0.29 | NA | NA | NA | 0.34 | -0.86 | 0.45 | 0.18 | 1.36 | -0.64 | 2.31 | 0.64 | -0.28 | 1.80 |
| Standard Deviation(%) | NA | 21.26 | 26.04 | 22.55 | NA | NA | NA | 19.77 | 22.47 | 22.67 | 36.73 | 15.35 | 17.44 | 8.93 | 14.93 | 15.86 | 12.93 |
| Draw Down(%) | NA | 19.98 | 36.71 | 36.71 | NA | NA | NA | 36.71 | 19.98 | 18.53 | 36.71 | 9.07 | 21.69 | 4.82 | 12.20 | 14.30 | 5.23 |
| Yield(%) | 0.00 | 14.56 | 9.38 | 7.93 | 5.04 | 3.36 | 2.52 | 7.21 | 0.90 | 17.53 | 4.57 | 4.13 | 8.60 | 2.89 | 0.78 | 2.42 | 0.31 |
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 |
|---|---|---|---|---|
| LMBHX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS R) |
0.02%
Mar 2017 - Mar 2020 |
1.06%
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 |
|---|---|---|---|---|
| LMBHX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS R) |
20.04%
Dec 2018 - Dec 2021 |
15.35%
Jun 2016 - Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart