Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/16/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) | -1.73% | 0.05% | 5.42% | 7.77% | 2.93% | NA | NA | 6.24% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) | 03/27/2012 | 05/16/2025 |
The return data shown below all have the same latest date: 05/16/2025.
AR inception is since 03/27/2012.
AR inception is since 03/27/2012.
| 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 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.56 | 0.05 | 5.42 | 7.77 | 2.93 | NA | NA | 6.24 | -1.73 | 6.91 | 14.74 | -18.94 | 5.15 | 8.54 | 20.93 | -15.54 | 9.05 | 20.01 | -4.55 | 9.47 | 38.25 | 1.98 |
| Sharpe Ratio | NA | -0.25 | 0.04 | 0.26 | 0.06 | NA | NA | 0.21 | -0.26 | 0.02 | 0.54 | -0.74 | 0.17 | 0.19 | 1.16 | -0.93 | 0.71 | 1.07 | -0.27 | 0.57 | 2.51 | 0.15 |
| Standard Deviation(%) | NA | 24.73 | 23.10 | 25.27 | 24.53 | NA | NA | 22.80 | 28.77 | 20.68 | 19.42 | 27.58 | 29.31 | 44.62 | 16.90 | 18.22 | 11.85 | 18.52 | 16.89 | 16.58 | 15.25 | 16.87 |
| Draw Down(%) | NA | 28.89 | 28.89 | 41.94 | 50.08 | NA | NA | 50.08 | 22.54 | 12.48 | 15.02 | 25.75 | 23.95 | 46.73 | 13.59 | 28.52 | 6.85 | 15.52 | 16.05 | 11.50 | 6.08 | 13.40 |
| Yield(%) | 0.00 | 1.18 | 1.02 | 1.07 | 3.38 | 4.80 | 3.60 | 5.54 | 0.00 | 1.25 | 0.58 | 0.93 | 0.03 | 1.19 | 2.01 | 8.81 | 9.11 | 6.52 | 6.85 | 11.52 | 11.27 | 1.21 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) |
-9.90%
Mar 2017 - Mar 2020 |
-4.44%
Mar 2015 - Mar 2020 |
2.34%
Mar 2015 - Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) |
21.90%
May 2012 - May 2015 |
14.26%
May 2012 - May 2017 |
8.17%
May 2012 - May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart