Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SBEYX (Legg Mason Esemplia Emerg Mkts Eq I) | NA | -7.00% | -7.15% | 3.02% | NA | NA | NA | 5.27% |
Data as of 10/01/2013, AR inception is 03/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBEYX (Legg Mason Esemplia Emerg Mkts Eq I) | 03/08/2005 | 10/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.13 | -7.00 | -7.15 | 3.02 | NA | NA | NA | 5.27 | -8.50 | 13.64 | -27.66 | 15.60 | 88.96 | -54.86 | 35.80 | 33.09 | 12.49 |
| Sharpe Ratio | NA | -0.96 | -0.36 | 0.10 | NA | NA | NA | 0.14 | -1.45 | 0.83 | -0.98 | 0.70 | 2.68 | -1.12 | 1.40 | 1.64 | 1.04 |
| Standard Deviation(%) | NA | 7.32 | 20.06 | 30.11 | NA | NA | NA | 27.02 | 7.74 | 16.48 | 28.18 | 22.29 | 33.14 | 49.48 | 23.48 | 18.20 | 12.59 |
| Draw Down(%) | NA | 10.30 | 34.52 | 45.93 | NA | NA | NA | 67.85 | 10.30 | 19.25 | 34.52 | 18.82 | 25.31 | 66.47 | 18.86 | 22.98 | 9.15 |
| Yield(%) | 0.00 | 0.00 | 0.60 | 0.79 | 3.20 | 2.13 | 1.60 | 4.00 | 0.00 | 0.00 | 1.68 | 0.00 | 0.00 | 0.88 | 13.07 | 7.84 | 0.00 |
Data as of 10/01/2013, AR inception is 03/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBEYX (Legg Mason Esemplia Emerg Mkts Eq I) |
-14.14%
Feb 2006 - Feb 2009 |
-5.92%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBEYX (Legg Mason Esemplia Emerg Mkts Eq I) |
31.12%
Feb 2009 - Feb 2012 |
13.88%
Apr 2005 - Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart