Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBVAX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS A) | NA | 8.83% | 3.18% | 7.99% | 4.74% | 8.26% | 6.08% | … | … |
Data as of 09/06/2024, Common starting date is 03/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBVAX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS A) | 03/29/1999 | 09/06/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.49 | 8.83 | 3.18 | 7.99 | 4.74 | 8.26 | 6.08 | … | … | 1.91 | 14.51 | -12.09 | 31.96 | -5.28 | 28.62 | -21.75 | 10.60 | 24.63 | -9.74 | 1.72 | 34.32 | 15.29 | -7.13 | 24.93 | 32.87 | -35.66 | -2.68 | 11.38 | 5.55 | 20.80 | 37.47 | -7.06 | 13.58 | 33.61 | 6.11 |
| Sharpe Ratio | NA | 0.25 | 0.01 | 0.22 | 0.15 | NA | NA | … | … | -0.05 | 0.50 | -0.54 | 1.48 | -0.12 | 1.69 | -1.33 | 0.73 | 1.23 | -0.59 | 0.11 | 2.42 | 0.89 | -0.22 | 1.02 | 0.87 | -0.83 | -0.30 | 0.59 | 0.27 | 1.48 | 2.51 | -0.40 | 0.65 | 1.63 | 0.45 |
| Standard Deviation(%) | NA | 19.77 | 21.74 | 28.51 | 23.47 | NA | NA | … | … | 19.00 | 20.50 | 25.01 | 21.57 | 47.42 | 16.12 | 17.46 | 13.63 | 19.79 | 16.49 | 14.81 | 14.17 | 17.21 | 33.12 | 24.39 | 37.67 | 43.87 | 18.78 | 13.89 | 12.44 | 13.46 | 14.64 | 20.27 | 17.74 | 18.10 | 10.70 |
| Draw Down(%) | NA | 11.32 | 23.98 | 49.05 | 51.55 | NA | NA | … | … | 9.65 | 17.42 | 23.32 | 11.66 | 48.95 | 11.88 | 29.47 | 9.22 | 16.33 | 16.00 | 13.58 | 5.74 | 13.26 | 30.76 | 20.73 | 34.13 | 50.18 | 16.82 | 10.46 | 8.00 | 8.21 | 13.10 | 29.23 | 19.38 | 9.13 | 14.48 |
| Yield(%) | 1.60 | 2.61 | 5.26 | 5.26 | 6.18 | 8.89 | 6.31 | … | … | 1.71 | 0.86 | 7.98 | 6.63 | 0.47 | 6.77 | 10.01 | 17.88 | 10.32 | 3.82 | 10.73 | 10.73 | 0.00 | 0.00 | 0.00 | 0.30 | 6.60 | 15.88 | 8.45 | 5.82 | 4.06 | 6.87 | 1.27 | 3.24 | 9.54 | 1.63 |
Data as of 09/06/2024, Common starting date is 03/29/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBVAX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS A) |
-19.98%
Feb 2006 – Feb 2009 |
-8.05%
Feb 2004 – Feb 2009 |
2.46%
Mar 2010 – Mar 2020 |
2.13%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBVAX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS A) |
29.41%
Feb 2009 – Feb 2012 |
25.74%
Feb 2009 – Feb 2014 |
13.77%
Feb 2009 – Feb 2019 |
11.12%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart