Select Page
Performance Comparison
Comparison Box

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