Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SBHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS B) | NA | 5.67% | -1.46% | 3.48% | 3.22% | 5.41% | 4.55% | 5.94% |
Data as of 12/30/2016, AR inception is 02/27/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS B) | 02/27/1995 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.67 | -1.46 | 3.48 | 3.22 | 5.41 | 4.55 | 5.94 | 4.90 | -6.59 | -2.84 | 5.50 | 18.16 | -0.18 | 13.42 | 53.05 | -32.70 | -0.68 | 8.78 | 3.11 | 9.71 | 22.97 | 6.04 | 3.34 | -4.16 | 6.33 | -7.71 | 12.33 | 21.89 | 14.39 |
| Sharpe Ratio | NA | 1.29 | -0.36 | 0.83 | 0.45 | NA | NA | 0.38 | 1.12 | -1.36 | -0.76 | 1.46 | 4.88 | -0.04 | 2.71 | 6.75 | -2.90 | -0.77 | 1.91 | 0.27 | 2.37 | 5.24 | 0.69 | 0.16 | -1.65 | 0.62 | -1.38 | -9.00 | 3.92 | 2.84 |
| Standard Deviation(%) | NA | 4.22 | 4.31 | 4.11 | 6.15 | NA | NA | 5.66 | 4.17 | 4.88 | 3.74 | 3.75 | 3.74 | 5.86 | 4.92 | 7.85 | 11.55 | 4.81 | 2.88 | 3.51 | 3.69 | 4.25 | 7.16 | 6.37 | 4.96 | 5.04 | 7.96 | 4.75 | 4.66 | 4.73 |
| Draw Down(%) | NA | 5.75 | 18.82 | 18.82 | 40.61 | NA | NA | 40.61 | 5.75 | 10.85 | 10.32 | 6.20 | 3.65 | 11.87 | 6.42 | 9.68 | 38.20 | 7.38 | 2.98 | 5.15 | 5.98 | 4.80 | 11.26 | 9.12 | 8.91 | 4.39 | 18.61 | 4.43 | 2.72 | 2.23 |
| Yield(%) | 0.00 | 2.64 | 4.43 | 5.78 | 5.37 | 6.54 | 5.38 | 6.83 | 2.08 | 5.82 | 5.75 | 6.12 | 7.21 | 7.25 | 7.60 | 11.27 | 7.08 | 6.72 | 6.17 | 5.84 | 5.59 | 7.48 | 9.20 | 10.33 | 10.23 | 9.84 | 8.29 | 10.24 | 11.27 | 8.50 |
Data as of 12/30/2016, 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 |
|---|---|---|---|---|
| SBHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS B) |
-10.82%
Nov 2005 - Nov 2008 |
-3.95%
Nov 2003 - Nov 2008 |
0.83%
Nov 1998 - Nov 2008 |
4.81%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBHYX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS B) |
22.53%
Feb 2009 - Feb 2012 |
17.31%
Nov 2008 - Nov 2013 |
8.02%
Sep 2002 - Sep 2012 |
6.64%
Mar 1995 - Mar 2010 |
Annualized Rolling Returns Comparison Chart