Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LMHB (Legg Mason Inc. JR SUB NT 56) | NA | 4.38% | 6.24% | NA | NA | NA | NA | … | … |
Data as of 08/21/2020, Common starting date is 08/22/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMHB (Legg Mason Inc. JR SUB NT 56) | 08/22/2016 | 08/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.90 | 4.38 | 6.24 | NA | NA | NA | NA | … | … | 1.53 | 29.96 | -16.98 | 20.09 | -13.32 |
| Sharpe Ratio | NA | 0.09 | 0.20 | NA | NA | NA | NA | … | … | 0.04 | 3.08 | -1.96 | 3.23 | -1.64 |
| Standard Deviation(%) | NA | 43.63 | 26.26 | NA | NA | NA | NA | … | … | 54.36 | 9.31 | 9.34 | 6.05 | 19.91 |
| Draw Down(%) | NA | 37.95 | 37.95 | NA | NA | NA | NA | … | … | 37.95 | 3.78 | 20.32 | 3.12 | 17.13 |
| Yield(%) | 0.00 | 3.97 | 4.99 | 3.01 | 1.50 | 1.00 | 0.75 | … | … | 1.31 | 6.46 | 5.43 | 3.12 | 0.00 |
Data as of 08/21/2020, Common starting date is 08/22/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMHB (Legg Mason Inc. JR SUB NT 56) |
3.36%
Mar 2017 – Mar 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 |
|---|---|---|---|---|
| LMHB (Legg Mason Inc. JR SUB NT 56) |
11.08%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart