Performance Comparison
Portfolio Performance Comparison
| 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) | 4.07% | 11.54% | 12.44% | 15.45% | 7.41% | NA | NA | 9.68% |
Data as of 07/07/2025, AR inception is 03/27/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMBMX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS IS) | 03/27/2012 | 07/07/2025 |
| 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 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.85 | 11.54 | 12.44 | 15.45 | 7.41 | NA | NA | 9.68 | 4.07 | 10.11 | 18.94 | -15.05 | 30.80 | 11.51 | 20.93 | -15.54 | 9.05 | 20.01 | -4.55 | 9.47 | 38.25 | 1.98 |
| Sharpe Ratio | NA | 0.38 | 0.47 | 0.60 | 0.26 | NA | NA | 0.39 | 0.31 | 0.32 | 0.80 | -0.61 | 1.40 | 0.25 | 1.15 | -0.93 | 0.71 | 1.07 | -0.27 | 0.57 | 2.51 | 0.15 |
| Standard Deviation(%) | NA | 24.59 | 21.83 | 22.60 | 23.67 | NA | NA | 22.02 | 25.97 | 20.28 | 19.19 | 27.12 | 21.99 | 44.59 | 16.90 | 18.22 | 11.85 | 18.52 | 16.89 | 16.58 | 15.25 | 16.87 |
| Draw Down(%) | NA | 26.76 | 26.76 | 27.50 | 50.08 | NA | NA | 50.08 | 22.54 | 9.94 | 14.78 | 24.55 | 10.79 | 46.73 | 13.59 | 28.52 | 6.85 | 15.52 | 16.05 | 11.50 | 6.08 | 13.40 |
| Yield(%) | 0.00 | 4.38 | 4.71 | 10.97 | 6.93 | 7.91 | 5.93 | 9.12 | 0.29 | 4.62 | 4.57 | 4.67 | 25.21 | 4.13 | 2.01 | 8.81 | 9.11 | 6.52 | 6.85 | 11.52 | 11.27 | 1.21 |
Data as of 07/07/2025, AR inception is 03/27/2012
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 |
6.02%
Oct 2013 - Oct 2023 |
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) |
23.65%
Mar 2020 - Mar 2023 |
17.73%
Mar 2020 - Mar 2025 |
10.85%
May 2012 - May 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart