Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBMDX (CLEARBRIDGE MID CAP FUND CLASS B) | NA | -7.17% | 6.33% | 7.80% | 6.53% | 5.78% | NA | … | … |
Data as of 07/06/2016, Common starting date is 11/02/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBMDX (CLEARBRIDGE MID CAP FUND CLASS B) | 11/02/1998 | 07/06/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.36 | -7.17 | 6.33 | 7.80 | 6.53 | 5.78 | NA | … | … | -4.00 | -4.61 | 1.82 | 23.24 | 11.39 | -4.51 | 21.93 | 32.93 | -36.24 | -5.88 | -2.32 | -7.12 | 9.20 | 28.77 | -19.84 | -11.28 | 9.20 | 24.59 | 22.66 |
| Sharpe Ratio | NA | -0.66 | -0.04 | 0.12 | 0.02 | NA | NA | … | … | -0.42 | -0.29 | 0.13 | 1.47 | 0.70 | -0.16 | 1.07 | 1.14 | -0.95 | -0.43 | -0.30 | -0.51 | 0.60 | 1.67 | -0.83 | -0.57 | 0.18 | 1.19 | 13.23 |
| Standard Deviation(%) | NA | 19.20 | 16.33 | 19.54 | 23.96 | NA | NA | … | … | 18.71 | 15.92 | 13.53 | 15.80 | 16.44 | 28.82 | 20.36 | 28.77 | 39.07 | 20.61 | 18.77 | 18.23 | 13.76 | 16.80 | 25.22 | 24.15 | 29.17 | 18.00 | 18.74 |
| Draw Down(%) | NA | 24.61 | 25.63 | 27.86 | 59.12 | NA | NA | … | … | 15.75 | 13.31 | 11.04 | 10.99 | 14.03 | 28.31 | 15.77 | 24.61 | 49.76 | 20.08 | 15.02 | 18.54 | 13.13 | 12.48 | 29.88 | 30.93 | 22.92 | 12.49 | 4.35 |
| Yield(%) | 0.00 | 5.57 | 7.20 | 6.00 | 5.61 | 5.02 | 6.25 | … | … | 0.00 | 5.90 | 4.82 | 11.80 | 5.75 | 0.00 | 0.00 | 0.00 | 0.00 | 12.16 | 15.53 | 13.88 | 0.00 | 0.00 | 0.00 | 0.00 | 7.63 | 0.00 | 0.00 |
Data as of 07/06/2016, Common starting date is 11/02/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBMDX (CLEARBRIDGE MID CAP FUND CLASS B) |
-14.09%
Feb 2006 – Feb 2009 |
-5.21%
Feb 2004 – Feb 2009 |
-0.44%
Aug 2000 – Aug 2010 |
4.49%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBMDX (CLEARBRIDGE MID CAP FUND CLASS B) |
26.10%
Feb 2009 – Feb 2012 |
23.73%
Feb 2009 – Feb 2014 |
9.35%
Aug 2004 – Aug 2014 |
7.80%
Feb 1999 – Feb 2014 |
Annualized Rolling Returns Comparison Chart