Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMSVX (Legg Mason US Sm Capitalization Val C) | NA | 29.53% | -13.04% | -4.38% | 5.38% | NA | NA | 5.64% |
Data as of 02/02/2010, AR inception is 04/06/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMSVX (Legg Mason US Sm Capitalization Val C) | 04/06/1999 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.53 | -13.04 | -4.38 | 5.38 | NA | NA | 5.64 | 0.00 | 13.36 | -31.05 | -13.90 | 14.53 | 1.96 | 21.30 | 39.16 | -6.51 | 21.82 | 7.93 | 6.14 |
| Sharpe Ratio | NA | 0.86 | -0.39 | -0.21 | 0.15 | NA | NA | 0.14 | 0.00 | 0.35 | -0.70 | -0.86 | 0.85 | -0.02 | 1.59 | 2.56 | -0.37 | 1.15 | 0.29 | 0.50 |
| Standard Deviation(%) | NA | 34.42 | 36.32 | 29.69 | 24.17 | NA | NA | 22.85 | NA | 37.51 | 45.48 | 19.73 | 13.33 | 13.60 | 12.82 | 15.00 | 20.68 | 17.30 | 13.63 | 10.13 |
| Draw Down(%) | NA | 30.78 | 64.84 | 64.84 | 64.84 | NA | NA | 64.84 | 0.00 | 38.35 | 48.32 | 21.43 | 8.77 | 10.50 | 8.78 | 14.84 | 32.82 | 19.83 | 10.50 | 18.11 |
| Yield(%) | 0.00 | 0.00 | 4.72 | 7.33 | 8.94 | 6.15 | 4.62 | 9.23 | 0.00 | 0.00 | 0.42 | 14.14 | 12.74 | 11.14 | 10.50 | 0.89 | 0.00 | 0.00 | 0.00 | 3.98 |
Data as of 02/02/2010, AR inception is 04/06/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMSVX (Legg Mason US Sm Capitalization Val C) |
-21.82%
Feb 2006 - Feb 2009 |
-10.06%
Feb 2004 - Feb 2009 |
1.74%
Jun 1999 - Jun 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMSVX (Legg Mason US Sm Capitalization Val C) |
26.45%
Mar 2003 - Mar 2006 |
18.50%
Jul 2000 - Jul 2005 |
5.46%
Jan 2000 - Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart