Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LVHE (Legg Mason Emerging Markets Low Volatility High Dividend ETF) | NA | -14.54% | -3.96% | NA | NA | NA | NA | -0.31% |
Data as of 05/21/2020, AR inception is 11/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVHE (Legg Mason Emerging Markets Low Volatility High Dividend ETF) | 11/18/2016 | 05/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.03 | -14.54 | -3.96 | NA | NA | NA | NA | -0.31 | -17.81 | 4.73 | -0.06 | 11.17 | 3.61 |
| Sharpe Ratio | NA | -0.58 | -0.22 | NA | NA | NA | NA | -0.06 | -1.01 | 0.25 | -0.05 | 0.62 | 1.54 |
| Standard Deviation(%) | NA | 26.53 | 23.57 | NA | NA | NA | NA | 23.10 | 39.64 | 13.16 | 27.21 | 16.98 | 23.17 |
| Draw Down(%) | NA | 28.89 | 32.52 | NA | NA | NA | NA | 32.52 | 28.89 | 8.10 | 12.74 | 6.76 | 4.92 |
| Yield(%) | 0.00 | 3.90 | 4.72 | 3.33 | 1.66 | 1.11 | 0.83 | 5.54 | 0.57 | 3.90 | 6.21 | 4.23 | 0.60 |
Data as of 05/21/2020, AR inception is 11/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVHE (Legg Mason Emerging Markets Low Volatility High Dividend ETF) |
-6.08%
Mar 2017 - Mar 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVHE (Legg Mason Emerging Markets Low Volatility High Dividend ETF) |
5.18%
Dec 2016 - Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart