Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LROCX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS C1) | NA | -1.13% | 3.15% | 2.11% | 2.42% | NA | NA | … | … |
Data as of 12/20/2021, Common starting date is 03/02/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LROCX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS C1) | 03/02/2011 | 12/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.13 | 3.15 | 2.11 | 2.42 | NA | NA | … | … | -1.93 | 6.10 | 4.63 | -3.85 | 6.52 | 3.48 | -6.08 | 4.10 | 0.46 | 12.17 | -0.39 |
| Sharpe Ratio | NA | -0.46 | 0.49 | 0.26 | 0.38 | NA | NA | … | … | -0.60 | 0.84 | 0.64 | -0.94 | 1.09 | 0.51 | -1.17 | 0.83 | 0.08 | 2.80 | -0.11 |
| Standard Deviation(%) | NA | 3.35 | 5.33 | 5.37 | 5.35 | NA | NA | … | … | 3.33 | 6.97 | 5.01 | 5.51 | 5.41 | 6.37 | 5.22 | 4.90 | 5.58 | 4.36 | 4.27 |
| Draw Down(%) | NA | 3.09 | 12.50 | 15.89 | 15.89 | NA | NA | … | … | 3.09 | 12.50 | 4.57 | 10.19 | 4.32 | 3.68 | 9.97 | 4.54 | 8.36 | 2.69 | 3.37 |
| Yield(%) | 0.00 | 0.25 | 0.24 | 1.22 | 2.16 | 1.49 | 1.11 | … | … | 0.25 | 0.13 | 0.00 | 2.61 | 3.02 | 0.00 | 3.71 | 5.25 | 1.55 | 4.33 | 1.04 |
Data as of 12/20/2021, Common starting date is 03/02/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LROCX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS C1) |
-1.77%
Mar 2017 – Mar 2020 |
-1.07%
Mar 2015 – Mar 2020 |
2.38%
Apr 2011 – Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LROCX (LEGG MASON BW ABSOLUTE RETURN OPPORTUNITIES FUND CLASS C1) |
5.99%
Nov 2011 – Nov 2014 |
3.30%
Dec 2015 – Dec 2020 |
2.74%
Jul 2011 – Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart