Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMBJX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS A) | NA | -12.92% | 8.68% | 7.64% | NA | NA | NA | 8.65% |
Data as of 10/17/2022, AR inception is 11/05/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBJX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS A) | 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 | -12.92 | 8.68 | 7.64 | NA | NA | NA | 8.65 | -14.56 | 10.33 | 6.92 | 22.34 | -9.59 | 21.51 | 10.15 | -3.90 | 3.17 |
| Sharpe Ratio | NA | -0.65 | 0.32 | 0.30 | NA | NA | NA | 0.35 | -0.85 | 0.45 | 0.18 | 1.35 | -0.62 | 2.33 | 0.67 | -0.25 | 1.75 |
| Standard Deviation(%) | NA | 21.21 | 25.98 | 22.52 | NA | NA | NA | 19.75 | 22.39 | 22.76 | 36.65 | 15.50 | 17.47 | 9.01 | 14.86 | 15.88 | 13.13 |
| Draw Down(%) | NA | 19.81 | 36.72 | 36.72 | NA | NA | NA | 36.72 | 19.81 | 18.67 | 36.72 | 9.08 | 21.50 | 4.83 | 12.21 | 14.27 | 5.23 |
| Yield(%) | 0.00 | 14.68 | 9.62 | 8.19 | 5.29 | 3.53 | 2.65 | 7.56 | 0.90 | 17.72 | 4.94 | 4.35 | 9.04 | 3.01 | 1.32 | 2.86 | 0.37 |
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 |
|---|---|---|---|---|
| LMBJX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS A) |
0.27%
Mar 2017 - Mar 2020 |
1.32%
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 |
|---|---|---|---|---|
| LMBJX (LEGG MASON BW DYNAMIC LARGE CAP VALUE FUND CLASS A) |
20.35%
Dec 2018 - Dec 2021 |
15.64%
Jun 2016 - Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart