Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SBPBX (Legg Mason WA Pennsylvania Muni B) | NA | -4.11% | 3.13% | 3.37% | 3.35% | 3.67% | NA | 3.84% |
Data as of 05/06/2014, AR inception is 08/13/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBPBX (Legg Mason WA Pennsylvania Muni B) | 08/13/1998 | 05/06/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.11 | 3.13 | 3.37 | 3.35 | 3.67 | NA | 3.84 | 3.13 | -6.04 | 5.58 | 8.90 | 1.01 | 11.90 | -3.62 | 4.07 | 5.73 | 2.10 | 1.52 | 4.69 | 8.08 | 4.97 | 12.39 | -6.69 | 2.11 |
| Sharpe Ratio | NA | -1.19 | 1.16 | 1.20 | 0.79 | NA | NA | 0.77 | 6.30 | -1.75 | 2.66 | 3.15 | 0.31 | 3.98 | -0.81 | 0.51 | 1.54 | -0.05 | 0.31 | 1.99 | 2.47 | 0.87 | 2.93 | -3.38 | 0.88 |
| Standard Deviation(%) | NA | 3.47 | 2.68 | 2.77 | 2.94 | NA | NA | 2.87 | 1.50 | 3.47 | 2.10 | 2.82 | 2.93 | 2.97 | 5.63 | 2.05 | 1.59 | 1.44 | 1.85 | 2.01 | 2.83 | 3.09 | 2.85 | 2.93 | 2.90 |
| Draw Down(%) | NA | 9.64 | 9.97 | 9.97 | 9.97 | NA | NA | 9.97 | 0.39 | 9.71 | 1.88 | 3.02 | 5.56 | 2.12 | 9.83 | 1.26 | 0.86 | 0.47 | 2.27 | 2.28 | 3.53 | 4.04 | 3.92 | 8.10 | 2.35 |
| Yield(%) | 0.00 | 2.47 | 3.09 | 3.28 | 3.46 | 3.78 | 3.00 | 4.01 | 0.54 | 2.96 | 3.04 | 3.34 | 3.55 | 3.96 | 3.33 | 3.58 | 4.03 | 3.93 | 4.12 | 4.42 | 5.02 | 4.94 | 5.18 | 4.58 | 3.04 |
Data as of 05/06/2014, AR inception is 08/13/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBPBX (Legg Mason WA Pennsylvania Muni B) |
0.64%
Aug 2010 - Aug 2013 |
1.91%
Dec 2003 - Dec 2008 |
2.99%
Dec 2003 - Dec 2013 |
3.47%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBPBX (Legg Mason WA Pennsylvania Muni B) |
9.12%
May 2000 - May 2003 |
6.66%
Jan 2000 - Jan 2005 |
5.33%
Jan 2000 - Jan 2010 |
3.65%
Feb 1999 - Feb 2014 |
Annualized Rolling Returns Comparison Chart