Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QDMSIX (Legg Mason Partners Variable Equity Trust - QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) | NA | -13.96% | -4.04% | -1.81% | 0.86% | NA | NA | 1.43% |
Data as of 08/19/2022, AR inception is 11/30/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QDMSIX (Legg Mason Partners Variable Equity Trust - QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) | 11/30/2011 | 08/19/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.96 | -4.04 | -1.81 | 0.86 | NA | NA | 1.43 | -14.91 | 10.07 | -9.82 | 13.28 | -8.85 | 12.41 | -3.21 | -7.25 | 3.89 | 17.08 | 9.12 | -1.30 |
| Sharpe Ratio | NA | -1.73 | -0.53 | -0.31 | 0.05 | NA | NA | 0.12 | -2.90 | 1.23 | -1.08 | 1.78 | -1.17 | 2.42 | -0.43 | -0.83 | 0.49 | 2.18 | 1.07 | -1.12 |
| Standard Deviation(%) | NA | 8.33 | 8.38 | 8.04 | 7.93 | NA | NA | 8.03 | 8.04 | 8.18 | 9.31 | 6.68 | 8.70 | 4.89 | 7.87 | 8.76 | 7.86 | 7.84 | 8.54 | 12.94 |
| Draw Down(%) | NA | 16.93 | 17.05 | 17.05 | 17.05 | NA | NA | 17.05 | 15.03 | 3.68 | 15.62 | 3.73 | 12.83 | 1.49 | 6.67 | 10.13 | 5.77 | 5.01 | 6.54 | 3.28 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/19/2022, AR inception is 11/30/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QDMSIX (Legg Mason Partners Variable Equity Trust - QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) |
-4.23%
Jul 2019 - Jul 2022 |
-2.21%
May 2015 - May 2020 |
1.10%
Jul 2012 - Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QDMSIX (Legg Mason Partners Variable Equity Trust - QS Legg Mason Dynamic Multi-Strategy VIT Portfolio) |
9.90%
Dec 2011 - Dec 2014 |
4.36%
Nov 2012 - Nov 2017 |
3.22%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart