Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS C) | NA | 8.96% | -2.78% | -4.18% | 0.50% | 8.03% | 5.65% | … | … |
Data as of 09/02/2016, Common starting date is 08/19/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS C) | 08/19/1996 | 09/02/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.96 | -2.78 | -4.18 | 0.50 | 8.03 | 5.65 | … | … | 11.16 | -16.05 | -6.36 | -8.03 | 13.77 | -23.15 | 17.38 | 74.72 | -57.61 | 45.75 | 33.18 | 38.38 | 20.69 | 70.25 | -14.62 | 3.90 | -30.35 | 101.15 | -29.34 | -6.18 | 7.56 |
| Sharpe Ratio | NA | 0.51 | -0.18 | -0.25 | 0.00 | NA | NA | … | … | 0.96 | -0.97 | -0.55 | -0.57 | 0.79 | -0.86 | 0.75 | 2.34 | -1.19 | 1.79 | 1.60 | 2.74 | 1.12 | 4.25 | -0.88 | 0.07 | -1.43 | 5.34 | -1.18 | -0.55 | 2.33 |
| Standard Deviation(%) | NA | 17.26 | 14.86 | 17.06 | 25.44 | NA | NA | … | … | 17.48 | 16.66 | 11.49 | 14.17 | 17.51 | 26.85 | 23.06 | 31.89 | 49.17 | 23.95 | 18.83 | 13.21 | 17.58 | 16.37 | 17.89 | 22.26 | 24.16 | 18.34 | 27.62 | 17.60 | 7.88 |
| Draw Down(%) | NA | 19.44 | 34.67 | 37.33 | 68.31 | NA | NA | … | … | 10.89 | 26.28 | 16.34 | 18.73 | 19.03 | 31.37 | 19.42 | 23.82 | 66.94 | 17.60 | 24.59 | 11.70 | 23.24 | 12.23 | 33.25 | 32.64 | 38.70 | 11.40 | 49.24 | 28.92 | 3.57 |
| Yield(%) | 0.00 | 0.26 | 0.32 | 0.33 | 3.99 | 9.55 | 6.74 | … | … | 0.00 | 0.22 | 0.22 | 0.68 | 0.65 | 0.00 | 0.00 | 0.36 | 1.35 | 23.16 | 14.38 | 17.96 | 6.54 | 0.00 | 0.00 | 0.00 | 0.08 | 0.00 | 0.00 | 0.09 | 0.31 |
Data as of 09/02/2016, Common starting date is 08/19/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS C) |
-17.95%
Mar 2000 – Mar 2003 |
-8.77%
Dec 2010 – Dec 2015 |
-0.76%
Jan 2006 – Jan 2016 |
5.12%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMEMX (QS BATTERYMARCH EMERGING MARKETS FUND CLASS C) |
50.05%
Mar 2003 – Mar 2006 |
43.57%
Oct 2002 – Oct 2007 |
20.87%
Aug 1998 – Aug 2008 |
12.21%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart