Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBSMX (CLEARBRIDGE SMALL CAP GROWTH FUND CLASS B) | NA | -35.02% | -13.97% | 1.39% | 1.73% | 3.01% | NA | … | … |
Data as of 12/30/2016, Common starting date is 08/06/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBSMX (CLEARBRIDGE SMALL CAP GROWTH FUND CLASS B) | 08/06/1999 | 12/30/2016 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -29.17 | -35.02 | -13.97 | 1.39 | 1.73 | 3.01 | NA | … | … | -34.18 | -5.79 | 2.24 | 43.59 | 17.67 | -0.47 | 24.46 | 40.58 | -41.36 | 8.64 | 11.33 | 3.82 | 14.21 | 49.71 | -33.62 | -7.44 | -18.58 | 38.07 |
| Sharpe Ratio | NA | -0.62 | -0.29 | 0.02 | 0.21 | NA | NA | … | … | -0.92 | -0.34 | 0.12 | 3.07 | 1.03 | -0.02 | 1.19 | 1.40 | -1.04 | 0.33 | 0.58 | 0.13 | 0.75 | 2.59 | -1.24 | -0.39 | -0.53 | 5.97 |
| Standard Deviation(%) | NA | 56.65 | 48.92 | 73.49 | 23.46 | NA | NA | … | … | 37.21 | 17.15 | 17.82 | 14.21 | 17.24 | 30.46 | 20.40 | 28.90 | 40.58 | 17.19 | 13.99 | 12.62 | 17.76 | 18.92 | 27.90 | 25.12 | 42.97 | 19.86 |
| Draw Down(%) | NA | 35.02 | 40.60 | 40.60 | 55.32 | NA | NA | … | … | 34.18 | 16.57 | 16.64 | 5.18 | 13.47 | 27.49 | 15.72 | 21.05 | 53.06 | 11.70 | 18.30 | 10.52 | 20.34 | 15.66 | 44.24 | 31.37 | 44.00 | 6.86 |
| Yield(%) | 0.00 | 0.00 | 2.01 | 3.45 | 2.66 | 3.07 | 2.40 | … | … | 0.00 | 1.45 | 4.67 | 4.14 | 2.73 | 0.00 | 0.00 | 0.00 | 3.02 | 6.08 | 5.21 | 8.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/30/2016, Common starting date is 08/06/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBSMX (CLEARBRIDGE SMALL CAP GROWTH FUND CLASS B) |
-27.11%
Feb 2000 – Feb 2003 |
-7.69%
Feb 2000 – Feb 2005 |
-3.28%
Feb 2000 – Feb 2010 |
2.86%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBSMX (CLEARBRIDGE SMALL CAP GROWTH FUND CLASS B) |
30.84%
Feb 2009 – Feb 2012 |
27.97%
Feb 2009 – Feb 2014 |
12.04%
Mar 2003 – Mar 2013 |
6.97%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart