Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SABRX (Legg Mason ClearBridge Equity O) | NA | -17.40% | 6.19% | 6.26% | 2.48% | NA | NA | 3.07% |
Data as of 01/21/2015, AR inception is 10/01/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SABRX (Legg Mason ClearBridge Equity O) | 10/01/2001 | 01/21/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -17.40 | 6.19 | 6.26 | 2.48 | NA | NA | 3.07 | 0.00 | -17.35 | 31.46 | 15.22 | -3.17 | 11.84 | 26.09 | -35.00 | 8.24 | -0.51 | 2.97 | 7.98 | 30.60 | -23.60 | 11.58 |
| Sharpe Ratio | NA | -0.54 | 0.29 | 0.29 | 0.07 | NA | NA | 0.09 | 0.00 | -0.54 | 2.69 | 1.17 | -0.13 | 0.63 | 0.91 | -0.90 | 0.30 | -0.25 | 0.08 | 0.63 | 1.67 | -0.96 | 3.28 |
| Standard Deviation(%) | NA | 32.25 | 21.21 | 21.28 | 23.03 | NA | NA | 22.07 | NA | 32.33 | 11.68 | 13.09 | 24.02 | 18.62 | 28.51 | 39.78 | 17.21 | 15.43 | 9.84 | 11.22 | 17.90 | 25.67 | 16.36 |
| Draw Down(%) | NA | 29.02 | 29.02 | 29.02 | 52.95 | NA | NA | 52.95 | 0.00 | 29.02 | 5.82 | 10.33 | 21.28 | 16.57 | 26.87 | 46.29 | 10.21 | 11.38 | 6.57 | 8.73 | 13.70 | 34.12 | 4.26 |
| Yield(%) | 0.00 | 0.74 | 6.21 | 4.56 | 3.80 | 2.94 | 2.20 | 3.39 | 0.00 | 0.75 | 14.44 | 1.64 | 0.99 | 1.04 | 1.58 | 3.59 | 15.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/21/2015, AR inception is 10/01/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SABRX (Legg Mason ClearBridge Equity O) |
-17.73%
Feb 2006 - Feb 2009 |
-9.33%
Feb 2004 - Feb 2009 |
0.59%
Dec 2001 - Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SABRX (Legg Mason ClearBridge Equity O) |
22.25%
Feb 2009 - Feb 2012 |
21.09%
Feb 2009 - Feb 2014 |
6.18%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart