Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SBVLX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS C) | NA | 8.00% | 2.43% | 7.22% | 4.01% | 7.48% | 5.27% | … | … |
Data as of 09/06/2024, Common starting date is 03/29/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SBVLX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS C) | 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 (%) | -4.50 | 8.00 | 2.43 | 7.22 | 4.01 | 7.48 | 5.27 | … | … | 1.30 | 13.74 | -12.74 | 31.09 | -5.91 | 27.76 | -22.23 | 9.78 | 23.83 | -10.35 | 0.90 | 33.44 | 14.29 | -7.85 | 23.95 | 31.65 | -36.25 | -3.46 | 10.43 | 4.64 | 19.85 | 36.39 | -7.80 | 12.74 | 32.61 | 5.54 |
| Sharpe Ratio | NA | 0.21 | -0.03 | 0.19 | 0.12 | NA | NA | … | … | -0.10 | 0.47 | -0.57 | 1.45 | -0.13 | 1.64 | -1.36 | 0.67 | 1.19 | -0.63 | 0.06 | 2.36 | 0.84 | -0.24 | 0.98 | 0.84 | -0.84 | -0.35 | 0.52 | 0.20 | 1.40 | 2.43 | -0.44 | 0.60 | 1.59 | 0.38 |
| Standard Deviation(%) | NA | 19.60 | 21.66 | 28.47 | 23.44 | NA | NA | … | … | 18.75 | 20.49 | 24.93 | 21.50 | 47.41 | 16.08 | 17.35 | 13.63 | 19.80 | 16.54 | 14.85 | 14.12 | 17.14 | 33.11 | 24.37 | 37.65 | 43.90 | 18.78 | 13.86 | 12.46 | 13.49 | 14.69 | 20.25 | 17.72 | 17.96 | 10.75 |
| Draw Down(%) | NA | 11.35 | 24.41 | 49.15 | 52.10 | NA | NA | … | … | 9.65 | 17.57 | 23.76 | 11.68 | 49.03 | 12.02 | 29.73 | 9.55 | 16.37 | 16.14 | 13.74 | 5.81 | 13.37 | 30.99 | 20.81 | 34.26 | 50.58 | 17.05 | 10.62 | 8.13 | 8.34 | 13.15 | 29.49 | 19.43 | 9.21 | 14.67 |
| Yield(%) | 2.34 | 3.28 | 6.83 | 6.49 | 6.91 | 9.47 | 6.33 | … | … | 2.49 | 0.70 | 10.84 | 8.57 | 0.51 | 7.58 | 12.57 | 21.76 | 12.26 | 4.46 | 12.24 | 12.01 | 0.00 | 0.00 | 0.00 | 0.33 | 7.02 | 16.57 | 8.72 | 5.94 | 3.49 | 6.93 | 1.27 | 2.42 | 8.62 | 1.00 |
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 |
|---|---|---|---|---|
| SBVLX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS C) |
-20.66%
Feb 2006 – Feb 2009 |
-8.83%
Feb 2004 – Feb 2009 |
1.71%
Mar 2010 – Mar 2020 |
1.35%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SBVLX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS C) |
28.33%
Feb 2009 – Feb 2012 |
24.73%
Feb 2009 – Feb 2014 |
12.91%
Feb 2009 – Feb 2019 |
10.31%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart