Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SBGLX (Legg Mason WA Global Inflation Mgmt A) | NA | 4.48% | 4.29% | 3.99% | 3.42% | 4.10% | NA | 4.73% |
Data as of 10/05/2012, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBGLX (Legg Mason WA Global Inflation Mgmt A) | 06/21/1996 | 10/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | 4.48 | 4.29 | 3.99 | 3.42 | 4.10 | NA | 4.73 | 2.32 | 8.80 | 2.27 | 10.30 | -7.03 | 9.86 | 2.58 | 1.95 | 3.70 | -0.03 | 7.23 | 5.53 | 9.41 | -3.34 | 8.22 | 8.15 | 7.48 |
| Sharpe Ratio | NA | 0.84 | 0.71 | 0.47 | 0.37 | NA | NA | 0.04 | 0.59 | 1.55 | 0.32 | 1.18 | -0.75 | 1.09 | -0.15 | -0.06 | 0.94 | -0.22 | 1.86 | 0.99 | 2.09 | -2.01 | 1.36 | -17.66 | 3.49 |
| Standard Deviation(%) | NA | 5.27 | 5.98 | 7.69 | 6.16 | NA | NA | 5.21 | 5.04 | 5.65 | 6.79 | 8.62 | 10.54 | 6.28 | 4.86 | 3.57 | 2.93 | 3.34 | 3.30 | 3.29 | 2.57 | 3.27 | 3.61 | 2.66 | 3.20 |
| Draw Down(%) | NA | 2.96 | 8.34 | 20.43 | 20.43 | NA | NA | 20.43 | 2.31 | 4.23 | 7.26 | 8.22 | 19.96 | 4.13 | 3.53 | 2.37 | 3.17 | 5.69 | 1.90 | 3.12 | 1.71 | 4.78 | 2.65 | 2.01 | 1.56 |
| Yield(%) | 0.00 | 4.14 | 2.69 | 3.11 | 3.07 | 4.14 | 3.77 | 4.71 | 2.23 | 3.88 | 1.87 | 2.18 | 4.27 | 4.82 | 4.42 | 2.57 | 2.34 | 2.18 | 2.46 | 3.98 | 12.46 | 7.31 | 6.30 | 10.92 | 7.67 |
Data as of 10/05/2012, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBGLX (Legg Mason WA Global Inflation Mgmt A) |
-0.56%
Feb 2006 - Feb 2009 |
0.55%
Feb 2004 - Feb 2009 |
2.23%
Nov 1998 - Nov 2008 |
4.20%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBGLX (Legg Mason WA Global Inflation Mgmt A) |
10.06%
Feb 2009 - Feb 2012 |
6.54%
Aug 1996 - Aug 2001 |
4.88%
Mar 1998 - Mar 2008 |
4.78%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart