Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SBKBX (Legg Mason Esemplia Emerg Mkts Eq B) | NA | 15.51% | -2.04% | -5.06% | NA | NA | NA | 5.26% |
Data as of 12/18/2012, AR inception is 08/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBKBX (Legg Mason Esemplia Emerg Mkts Eq B) | 08/29/2005 | 12/18/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 15.51 | -2.04 | -5.06 | NA | NA | NA | 5.26 | 11.36 | -28.70 | 14.04 | 86.40 | -56.22 | 33.82 | 31.18 | 10.35 |
| Sharpe Ratio | NA | 0.76 | -0.09 | -0.16 | NA | NA | NA | 0.13 | 0.71 | -1.02 | 0.62 | 2.45 | -1.15 | 1.32 | 1.54 | 2.11 |
| Standard Deviation(%) | NA | 16.99 | 23.06 | 32.91 | NA | NA | NA | 29.34 | 16.73 | 28.10 | 22.32 | 35.29 | 49.47 | 23.47 | 18.19 | 14.67 |
| Draw Down(%) | NA | 19.57 | 34.96 | 67.23 | NA | NA | NA | 68.85 | 19.57 | 34.96 | 18.97 | 25.48 | 67.23 | 18.92 | 23.10 | 8.26 |
| Yield(%) | 0.00 | 1.50 | 0.41 | 0.27 | 3.14 | 2.09 | 1.57 | 4.49 | 0.00 | 1.02 | 0.00 | 0.00 | 0.35 | 14.59 | 8.25 | 0.00 |
Data as of 12/18/2012, AR inception is 08/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBKBX (Legg Mason Esemplia Emerg Mkts Eq B) |
-15.84%
Feb 2006 - Feb 2009 |
-7.54%
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 |
|---|---|---|---|---|
| SBKBX (Legg Mason Esemplia Emerg Mkts Eq B) |
29.35%
Feb 2009 - Feb 2012 |
11.04%
Oct 2005 - Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart