Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LMZIX (LEGG MASON BW GLOBAL HIGH YIELD FUND CLASS IS) | NA | -5.36% | 3.92% | 3.15% | NA | NA | NA | 2.44% |
Data as of 05/13/2022, AR inception is 12/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LMZIX (LEGG MASON BW GLOBAL HIGH YIELD FUND CLASS IS) | 12/06/2012 | 05/13/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | -5.36 | 3.92 | 3.15 | NA | NA | NA | 2.44 | -6.88 | -1.32 | 8.59 | 11.27 | -5.15 | 9.93 | 12.81 | -4.23 | -3.95 | -3.23 | 1.19 |
| Sharpe Ratio | NA | -1.26 | 0.46 | 0.39 | NA | NA | NA | 0.33 | -3.12 | -0.39 | 0.68 | 1.70 | -1.51 | 2.59 | 2.07 | -1.09 | -0.99 | -0.64 | 9.76 |
| Standard Deviation(%) | NA | 4.35 | 7.72 | 6.49 | NA | NA | NA | 5.73 | 5.79 | 3.45 | 12.26 | 5.78 | 4.28 | 3.60 | 6.06 | 3.89 | 4.00 | 5.07 | 2.09 |
| Draw Down(%) | NA | 8.14 | 19.81 | 19.81 | NA | NA | NA | 19.81 | 7.46 | 5.47 | 19.81 | 2.85 | 7.19 | 2.32 | 4.07 | 10.13 | 9.02 | 6.03 | 0.29 |
| Yield(%) | 0.00 | 6.12 | 5.99 | 5.32 | 3.89 | 2.59 | 1.95 | 4.32 | 1.81 | 5.96 | 5.64 | 5.59 | 4.98 | 5.08 | 4.50 | 4.75 | 5.79 | 0.00 | 0.00 |
Data as of 05/13/2022, AR inception is 12/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMZIX (LEGG MASON BW GLOBAL HIGH YIELD FUND CLASS IS) |
-4.25%
Jan 2013 - Jan 2016 |
1.12%
Nov 2013 - Nov 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LMZIX (LEGG MASON BW GLOBAL HIGH YIELD FUND CLASS IS) |
8.00%
Dec 2018 - Dec 2021 |
7.59%
Feb 2016 - Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart