Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LWOFX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS FI) | NA | -4.80% | 2.82% | 2.60% | 1.94% | NA | NA | 1.88% |
Data as of 12/03/2021, AR inception is 11/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LWOFX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS FI) | 11/01/2011 | 12/03/2021 |
| 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 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | -4.80 | 2.82 | 2.60 | 1.94 | NA | NA | 1.88 | -7.79 | 8.13 | 6.85 | -5.80 | 12.73 | 3.39 | -10.04 | 4.25 | -3.26 | 15.31 | -2.65 |
| Sharpe Ratio | NA | -0.98 | 0.22 | 0.23 | 0.20 | NA | NA | 0.18 | -1.32 | 0.72 | 1.06 | -1.04 | 2.05 | 0.34 | -1.43 | 0.86 | -0.51 | 2.28 | -1.68 |
| Standard Deviation(%) | NA | 6.29 | 7.89 | 7.35 | 7.21 | NA | NA | 7.24 | 6.36 | 10.96 | 5.14 | 6.84 | 5.92 | 9.36 | 7.03 | 4.94 | 6.42 | 6.75 | 9.07 |
| Draw Down(%) | NA | 8.26 | 20.16 | 23.70 | 23.70 | NA | NA | 23.70 | 8.26 | 20.16 | 3.68 | 12.16 | 4.62 | 10.04 | 12.15 | 6.00 | 10.22 | 4.21 | 4.20 |
| Yield(%) | 0.66 | 1.74 | 0.95 | 1.30 | 2.36 | 1.56 | 1.17 | 2.35 | 1.71 | 0.00 | 0.40 | 2.79 | 1.00 | 0.00 | 0.08 | 4.73 | 5.82 | 7.17 | 0.00 |
Data as of 12/03/2021, AR inception is 11/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LWOFX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS FI) |
-3.32%
Jan 2013 - Jan 2016 |
-1.85%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LWOFX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS FI) |
5.16%
Dec 2011 - Dec 2014 |
4.82%
Dec 2015 - Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart