Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMSIX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS I) | 3.90% | 8.17% | 8.71% | 7.31% | 3.76% | 8.36% | 5.21% | 5.00% |
Data as of 07/08/2025, AR inception is 08/29/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMSIX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS I) | 08/29/2000 | 07/08/2025 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.27 | 8.17 | 8.71 | 7.31 | 3.76 | 8.36 | 5.21 | 5.00 | 3.90 | 6.84 | 14.76 | -18.90 | 5.61 | 8.41 | 20.75 | -15.61 | 8.81 | 19.85 | -4.59 | 9.34 | 38.27 | 16.50 | -2.10 | 28.19 | 28.17 | -37.48 | -0.63 | 10.68 | -8.19 | 6.79 | 36.59 | -13.14 | -6.07 | 1.11 |
| Sharpe Ratio | NA | 0.23 | 0.29 | 0.23 | 0.09 | NA | NA | 0.15 | 0.29 | 0.01 | 0.54 | -0.74 | 0.19 | 0.18 | 1.14 | -0.93 | 0.69 | 1.06 | -0.27 | 0.56 | 2.52 | 1.00 | -0.07 | 1.17 | 0.86 | -0.87 | -0.18 | 0.42 | -0.58 | 0.32 | 2.16 | -0.64 | -0.44 | -0.04 |
| Standard Deviation(%) | NA | 24.87 | 22.18 | 24.30 | 24.49 | NA | NA | 23.97 | 25.99 | 20.60 | 19.44 | 27.52 | 28.87 | 44.58 | 16.96 | 18.28 | 11.89 | 18.57 | 16.87 | 16.55 | 15.18 | 16.55 | 32.68 | 24.10 | 32.54 | 43.76 | 20.50 | 17.73 | 17.99 | 18.07 | 16.61 | 22.35 | 19.56 | 25.64 |
| Draw Down(%) | NA | 28.84 | 28.84 | 41.70 | 50.26 | NA | NA | 61.23 | 22.55 | 12.36 | 15.09 | 25.83 | 23.48 | 46.78 | 13.57 | 28.59 | 6.85 | 15.54 | 16.13 | 11.61 | 6.09 | 13.93 | 29.37 | 19.56 | 31.11 | 51.14 | 16.56 | 17.05 | 14.18 | 21.35 | 10.04 | 29.15 | 22.99 | 13.54 |
| Yield(%) | 0.00 | 0.64 | 0.72 | 0.64 | 3.16 | 6.58 | 4.35 | 4.23 | 0.00 | 1.07 | 0.41 | 0.50 | 0.03 | 1.02 | 1.75 | 8.42 | 8.79 | 5.62 | 6.72 | 11.36 | 11.12 | 0.33 | 0.07 | 0.86 | 0.20 | 0.84 | 13.64 | 9.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/08/2025, AR inception is 08/29/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMSIX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS I) |
-20.54%
Feb 2006 - Feb 2009 |
-12.65%
Feb 2004 - Feb 2009 |
0.79%
Sep 2000 - Sep 2010 |
2.88%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMSIX (QS U.S. SMALL CAPITALIZATION EQUITY FUND CLASS I) |
30.70%
Feb 2009 - Feb 2012 |
26.93%
Feb 2009 - Feb 2014 |
15.99%
Feb 2009 - Feb 2019 |
11.36%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart