Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMPCX (Legg Mason WA Core Plus Bond R) | NA | 7.16% | 5.92% | 3.41% | NA | NA | NA | 2.95% |
Data as of 10/05/2012, AR inception is 01/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMPCX (Legg Mason WA Core Plus Bond R) | 01/04/2007 | 10/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.95 | 7.16 | 5.92 | 3.41 | NA | NA | NA | 2.95 | 5.24 | 5.83 | 6.08 | 11.34 | -10.40 | -1.86 |
| Sharpe Ratio | NA | 2.66 | 1.71 | 0.65 | NA | NA | NA | 0.41 | 2.74 | 1.61 | 1.54 | 2.25 | -1.61 | -1.56 |
| Standard Deviation(%) | NA | 2.67 | 3.43 | 4.73 | NA | NA | NA | 4.53 | 2.50 | 3.60 | 3.90 | 4.99 | 7.02 | 3.15 |
| Draw Down(%) | NA | 1.15 | 3.16 | 15.87 | NA | NA | NA | 16.28 | 1.13 | 1.62 | 3.16 | 5.25 | 15.87 | 3.72 |
| Yield(%) | 0.00 | 2.35 | 2.03 | 1.21 | 0.59 | 0.40 | 0.30 | 1.19 | 1.68 | 2.75 | 1.37 | 0.00 | 0.00 | 0.00 |
Data as of 10/05/2012, AR inception is 01/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMPCX (Legg Mason WA Core Plus Bond R) |
-0.14%
Feb 2007 - Feb 2010 |
2.32%
Feb 2007 - Feb 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMPCX (Legg Mason WA Core Plus Bond R) |
9.19%
Feb 2009 - Feb 2012 |
3.67%
Jul 2007 - Jul 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart