Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCABX (Legg Mason WA CA Municipals B) | NA | -3.03% | 5.20% | 5.02% | 3.63% | 3.79% | NA | 4.69% |
Data as of 05/06/2014, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCABX (Legg Mason WA CA Municipals B) | 06/21/1996 | 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 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.03 | 5.20 | 5.02 | 3.63 | 3.79 | NA | 4.69 | 3.23 | -4.69 | 8.50 | 10.98 | 1.26 | 15.83 | -9.60 | 3.34 | 5.79 | 2.36 | 1.37 | 4.31 | 5.74 | 4.00 | 14.32 | -6.27 | 4.89 | 10.57 | 7.27 |
| Sharpe Ratio | NA | -0.86 | 1.71 | 1.49 | 0.67 | NA | NA | 0.12 | 6.03 | -1.31 | 3.35 | 3.08 | 0.31 | 3.78 | -1.26 | 0.15 | 1.62 | 0.13 | 0.23 | 1.38 | 2.02 | 0.64 | 3.76 | -2.97 | 0.61 | -11.49 | 2.25 |
| Standard Deviation(%) | NA | 3.56 | 3.02 | 3.34 | 3.85 | NA | NA | 3.51 | 1.61 | 3.60 | 2.55 | 3.56 | 3.75 | 4.16 | 8.36 | 2.12 | 1.55 | 1.42 | 1.81 | 2.62 | 2.30 | 2.64 | 2.74 | 3.19 | 2.59 | 3.87 | 4.78 |
| Draw Down(%) | NA | 8.52 | 8.87 | 8.87 | 16.05 | NA | NA | 16.05 | 0.55 | 8.63 | 2.27 | 3.88 | 6.33 | 3.36 | 16.05 | 1.53 | 0.73 | 0.61 | 2.14 | 0.99 | 2.73 | 3.44 | 4.00 | 8.60 | 2.16 | 3.66 | 2.54 |
| Yield(%) | 0.00 | 2.92 | 3.86 | 4.01 | 3.72 | 3.82 | 3.89 | 4.58 | 0.63 | 3.51 | 3.67 | 4.33 | 4.04 | 4.69 | 3.49 | 3.80 | 3.96 | 3.71 | 3.85 | 3.94 | 4.26 | 4.15 | 4.55 | 3.98 | 4.83 | 6.14 | 4.14 |
Data as of 05/06/2014, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCABX (Legg Mason WA CA Municipals B) |
-0.39%
Dec 2005 - Dec 2008 |
0.50%
Dec 2003 - Dec 2008 |
2.34%
Dec 1998 - Dec 2008 |
3.54%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCABX (Legg Mason WA CA Municipals B) |
9.19%
Dec 2008 - Dec 2011 |
6.58%
Aug 1996 - Aug 2001 |
4.93%
Aug 1996 - Aug 2006 |
4.70%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart