Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/20/2017.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| MHY (Western Asset Managed High Inc Common) | -5.59% | NA | -86.16% | -49.48% | -33.14% | -14.53% | -7.57% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MHY (Western Asset Managed High Inc Common) | 10/29/1998 | 03/20/2017 |
The return data shown below all have the same latest date: 03/20/2017.
AR inception is since 10/29/1998.
AR inception is since 10/29/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -86.16 | -49.48 | -33.14 | -14.53 | -7.57 | NA | -5.59 | -85.79 | -3.57 | -2.59 | -0.95 | 10.59 | 7.95 | 16.49 | 52.85 | -16.88 | -6.87 | 21.82 | -1.82 | 3.33 | 23.36 | -3.42 | -5.64 | 20.31 | -1.69 | -0.74 |
| Sharpe Ratio | NA | 1.50 | 0.28 | 0.34 | 0.20 | NA | NA | 0.19 | 1.31 | -0.31 | -0.33 | -0.10 | 0.79 | 0.43 | 0.91 | 1.56 | -0.21 | -0.71 | 2.39 | -0.47 | 0.19 | 1.57 | -0.25 | -0.39 | 0.96 | -0.35 | -0.52 |
| Standard Deviation(%) | NA | 11.74 | 10.33 | 11.03 | 28.99 | NA | NA | 25.23 | 11.23 | 11.56 | 7.94 | 10.24 | 13.41 | 18.63 | 18.11 | 33.72 | 84.60 | 13.93 | 7.78 | 8.45 | 12.42 | 14.40 | 17.83 | 20.99 | 16.88 | 13.90 | 14.07 |
| Draw Down(%) | NA | 10.57 | 20.10 | 20.41 | 51.42 | NA | NA | 51.42 | 9.39 | 14.34 | 10.63 | 12.24 | 10.17 | 16.22 | 13.80 | 29.15 | 51.15 | 16.73 | 4.69 | 8.19 | 15.96 | 11.50 | 23.85 | 32.29 | 14.82 | 16.15 | 5.77 |
| Yield(%) | 0.00 | 3.86 | 5.90 | 6.12 | 6.97 | 7.02 | 5.89 | 6.54 | 6.18 | 8.16 | 7.53 | 7.27 | 8.21 | 8.91 | 10.33 | 13.06 | 9.55 | 8.71 | 8.27 | 6.67 | 8.47 | 10.37 | 9.63 | 10.73 | 12.06 | 10.93 | 1.80 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHY (Western Asset Managed High Inc Common) |
-49.61%
Feb 2014 - Feb 2017 |
-32.50%
Jan 2012 - Jan 2017 |
-14.53%
Jan 2007 - Jan 2017 |
-7.62%
Jan 2002 - Jan 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MHY (Western Asset Managed High Inc Common) |
26.68%
Feb 2009 - Feb 2012 |
17.38%
Feb 2009 - Feb 2014 |
10.95%
Sep 2002 - Sep 2012 |
6.99%
Nov 1999 - Nov 2014 |
Annualized Rolling Returns Comparison Chart