Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LWORX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS R) | NA | -5.09% | 2.77% | 2.46% | 1.71% | NA | NA | 1.59% |
Data as of 12/03/2021, AR inception is 10/31/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LWORX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS R) | 10/31/2011 | 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 (%) | 0.01 | -5.09 | 2.77 | 2.46 | 1.71 | NA | NA | 1.59 | -7.88 | 7.87 | 6.02 | -8.56 | 11.43 | 3.12 | -10.38 | -0.35 | -9.09 | 7.57 | -3.29 |
| Sharpe Ratio | NA | -1.02 | 0.22 | 0.21 | 0.17 | NA | NA | 0.15 | -1.36 | 0.70 | -3.31 | -4.36 | -1.30 | -3.28 | -4.10 | -3.59 | -4.27 | -1.68 | -5.21 |
| Standard Deviation(%) | NA | 6.21 | 7.87 | 7.32 | 7.20 | NA | NA | 7.23 | 6.28 | 10.92 | 5.21 | 6.91 | 6.00 | 9.44 | 7.06 | 5.26 | 6.47 | 6.58 | 9.05 |
| Draw Down(%) | NA | 8.27 | 20.19 | 23.59 | 23.59 | NA | NA | 23.59 | 8.27 | 20.19 | 3.71 | 14.30 | 4.66 | 10.18 | 12.49 | 7.91 | 11.47 | 5.20 | 4.28 |
| Yield(%) | 0.62 | 1.53 | 1.00 | 1.29 | 2.26 | 1.49 | 1.11 | 2.23 | 1.50 | 0.00 | 0.84 | 2.56 | 1.01 | 0.00 | 0.08 | 4.41 | 5.48 | 6.91 | 0.00 |
Data as of 12/03/2021, AR inception is 10/31/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LWORX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS R) |
-3.63%
Jan 2013 - Jan 2016 |
-2.00%
Mar 2015 - Mar 2020 |
1.79%
Nov 2011 - Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LWORX (LEGG MASON BW INTERNATIONAL OPPORTUNITIES BOND FUND CLASS R) |
4.93%
Nov 2011 - Nov 2014 |
4.67%
Dec 2015 - Dec 2020 |
1.79%
Nov 2011 - Nov 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart