Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMHA (Legg Mason Inc) | NA | 0.15% | 4.37% | NA | NA | NA | NA | 5.68% |
Data as of 08/21/2020, AR inception is 03/28/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMHA (Legg Mason Inc) | 03/28/2016 | 08/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.35 | 0.15 | 4.37 | NA | NA | NA | NA | 5.68 | -0.10 | 14.66 | -9.04 | 11.82 | 1.58 |
| Sharpe Ratio | NA | -0.06 | 0.13 | NA | NA | NA | NA | 0.21 | -0.07 | 1.62 | -1.23 | 1.36 | 0.15 |
| Standard Deviation(%) | NA | 34.48 | 20.91 | NA | NA | NA | NA | 18.39 | 42.78 | 8.23 | 8.43 | 8.29 | 12.50 |
| Draw Down(%) | NA | 30.30 | 30.30 | NA | NA | NA | NA | 30.30 | 29.83 | 5.89 | 13.95 | 4.38 | 13.64 |
| Yield(%) | 0.00 | 5.83 | 5.87 | 4.13 | 2.06 | 1.38 | 1.03 | 5.16 | 2.95 | 6.43 | 5.95 | 3.15 | 1.61 |
Data as of 08/21/2020, AR inception is 03/28/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMHA (Legg Mason Inc) |
3.76%
Jun 2017 - Jun 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMHA (Legg Mason Inc) |
7.12%
Dec 2016 - Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart