Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LOBAX (LEGG MASON BW GLOBAL OPPORTUNITIES BOND FUND CLASS A2) | NA | -20.61% | -1.17% | 0.45% | NA | NA | NA | -0.02% |
Data as of 12/20/2021, AR inception is 11/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOBAX (LEGG MASON BW GLOBAL OPPORTUNITIES BOND FUND CLASS A2) | 11/01/2012 | 12/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -20.61 | -1.17 | 0.45 | NA | NA | NA | -0.02 | -21.34 | 12.14 | 7.89 | -5.48 | 12.23 | 4.47 | -9.01 | 5.67 | -4.31 | 2.16 |
| Sharpe Ratio | NA | -0.92 | -0.12 | -0.02 | NA | NA | NA | -0.04 | -0.95 | 1.09 | 1.16 | -1.01 | 2.02 | 0.32 | -1.47 | 1.26 | -0.70 | 4.31 |
| Standard Deviation(%) | NA | 22.82 | 14.93 | 12.22 | NA | NA | NA | 10.59 | 23.17 | 10.91 | 5.56 | 6.75 | 5.77 | 13.38 | 6.14 | 4.50 | 6.24 | 3.33 |
| Draw Down(%) | NA | 21.47 | 21.47 | 21.47 | NA | NA | NA | 21.47 | 21.47 | 18.03 | 3.72 | 11.99 | 4.60 | 9.05 | 11.85 | 4.48 | 10.18 | 0.94 |
| Yield(%) | 0.00 | 0.00 | 0.86 | 2.20 | 2.07 | 1.38 | 1.03 | 2.30 | 0.00 | 0.08 | 1.25 | 3.06 | 4.67 | 1.92 | 1.82 | 4.37 | 3.55 | 1.81 |
Data as of 12/20/2021, AR inception is 11/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOBAX (LEGG MASON BW GLOBAL OPPORTUNITIES BOND FUND CLASS A2) |
-2.79%
Jan 2013 - Jan 2016 |
-1.00%
Sep 2016 - Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOBAX (LEGG MASON BW GLOBAL OPPORTUNITIES BOND FUND CLASS A2) |
5.44%
Jun 2018 - Jun 2021 |
6.19%
Dec 2015 - Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart