Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS A) | NA | -12.04% | -0.46% | 0.94% | 2.69% | 3.96% | 5.39% | 5.83% |
Data as of 11/18/2022, AR inception is 02/27/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS A) | 02/27/1995 | 11/18/2022 |
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.61 | -12.04 | -0.46 | 0.94 | 2.69 | 3.96 | 5.39 | 5.83 | -13.04 | 1.80 | 6.44 | 13.44 | -4.47 | 8.01 | 15.57 | -6.29 | -2.06 | 6.15 | 18.89 | 0.39 | 14.11 | 53.48 | -32.70 | -0.06 | 9.29 | 4.08 | 10.37 | 23.83 | 3.86 | 4.26 | -3.55 | 7.07 | -7.02 | 14.24 | 22.82 | 15.13 |
| Sharpe Ratio | NA | -1.46 | -0.11 | 0.02 | 0.37 | NA | NA | 0.70 | -1.69 | 0.55 | 0.54 | 2.77 | -1.34 | 2.42 | 2.66 | -1.28 | -0.55 | 1.61 | 4.75 | 0.06 | 2.77 | 6.79 | -2.92 | -0.65 | 2.06 | 0.52 | 2.47 | 5.26 | 0.39 | 0.30 | -1.49 | 0.73 | -1.28 | 2.13 | 4.05 | 2.96 |
| Standard Deviation(%) | NA | 8.99 | 8.59 | 7.20 | 5.97 | NA | NA | 6.01 | 9.37 | 3.25 | 11.40 | 4.34 | 4.32 | 3.07 | 5.75 | 4.95 | 3.77 | 3.79 | 4.00 | 5.89 | 5.07 | 7.86 | 11.49 | 4.78 | 2.92 | 3.68 | 3.82 | 4.40 | 7.15 | 6.49 | 5.10 | 5.26 | 8.11 | 5.02 | 4.73 | 4.85 |
| Draw Down(%) | NA | 17.25 | 21.02 | 21.02 | 21.02 | NA | NA | 40.43 | 17.25 | 3.74 | 21.02 | 3.62 | 6.01 | 1.85 | 5.58 | 10.64 | 9.98 | 6.19 | 3.60 | 11.77 | 6.19 | 9.70 | 38.06 | 7.39 | 2.83 | 4.97 | 5.84 | 4.70 | 12.51 | 8.89 | 8.88 | 4.12 | 18.43 | 4.42 | 2.67 | 2.22 |
| Yield(%) | 0.00 | 4.47 | 4.58 | 4.69 | 5.16 | 5.47 | 6.67 | 6.50 | 3.62 | 4.37 | 4.55 | 5.70 | 5.08 | 5.49 | 6.88 | 6.40 | 6.47 | 6.77 | 8.01 | 7.76 | 8.39 | 11.81 | 7.07 | 7.30 | 6.79 | 6.58 | 6.32 | 8.34 | 7.35 | 11.28 | 11.25 | 10.79 | 9.09 | 11.89 | 12.19 | 9.15 |
Data as of 11/18/2022, AR inception is 02/27/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS A) |
-10.48%
Nov 2005 - Nov 2008 |
-3.44%
Nov 2003 - Nov 2008 |
1.17%
Nov 1998 - Nov 2008 |
3.46%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS A) |
23.16%
Feb 2009 - Feb 2012 |
17.93%
Nov 2008 - Nov 2013 |
9.88%
Feb 2009 - Feb 2019 |
7.30%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart