Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMWIX (Legg Mason Target Retirement 2020 I) | NA | 5.29% | 11.25% | 8.79% | NA | NA | NA | 6.79% |
Data as of 11/19/2014, AR inception is 09/08/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMWIX (Legg Mason Target Retirement 2020 I) | 09/08/2008 | 11/19/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.71 | 5.29 | 11.25 | 8.79 | NA | NA | NA | 6.79 | 3.58 | 12.73 | 14.24 | -1.24 | 13.56 | 28.43 | -22.82 |
| Sharpe Ratio | NA | 0.57 | 1.12 | 0.71 | NA | NA | NA | 0.38 | 0.42 | 1.58 | 1.50 | -0.07 | 1.02 | 1.38 | -1.20 |
| Standard Deviation(%) | NA | 9.17 | 9.50 | 12.27 | NA | NA | NA | 17.31 | 9.49 | 8.03 | 9.54 | 18.31 | 13.21 | 20.60 | 46.56 |
| Draw Down(%) | NA | 5.57 | 8.33 | 15.51 | NA | NA | NA | 38.51 | 5.57 | 7.26 | 8.33 | 15.51 | 10.59 | 22.09 | 35.55 |
| Yield(%) | 0.00 | 29.33 | 14.13 | 10.02 | 4.94 | 3.29 | 2.47 | 8.23 | 27.26 | 3.80 | 2.49 | 2.36 | 2.85 | 3.42 | 1.67 |
Data as of 11/19/2014, AR inception is 09/08/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMWIX (Legg Mason Target Retirement 2020 I) |
6.81%
Apr 2011 - Apr 2014 |
9.34%
Sep 2009 - Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMWIX (Legg Mason Target Retirement 2020 I) |
22.24%
Feb 2009 - Feb 2012 |
17.39%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart