Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SCPLX (Legg Mason Partners Dividend Strategy C) | NA | -10.41% | -8.08% | -1.97% | -2.73% | NA | NA | -3.17% |
Data as of 05/18/2011, AR inception is 12/29/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SCPLX (Legg Mason Partners Dividend Strategy C) | 12/29/2000 | 05/18/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -10.41 | -8.08 | -1.97 | -2.73 | NA | NA | -3.17 | -19.74 | 10.77 | 20.64 | -28.85 | 5.58 | 17.18 | -1.12 | 2.28 | 23.52 | -27.19 | -15.59 | 0.00 |
Sharpe Ratio | NA | -0.28 | -0.23 | -0.10 | -0.13 | NA | NA | -0.21 | -1.03 | 0.66 | 0.87 | -0.83 | 0.17 | 1.62 | -0.38 | 0.12 | 1.29 | -1.10 | -0.86 | NA |
Standard Deviation(%) | NA | 37.23 | 35.55 | 33.01 | 31.91 | NA | NA | 21.74 | 42.76 | 16.14 | 23.72 | 35.61 | 14.69 | 8.59 | 8.56 | 11.47 | 17.72 | 25.70 | 21.11 | 0.00 |
Draw Down(%) | NA | 24.41 | 43.25 | 46.53 | 46.53 | NA | NA | 48.82 | 24.41 | 13.83 | 23.55 | 39.18 | 9.23 | 7.15 | 6.27 | 11.69 | 13.58 | 35.06 | 30.54 | 0.00 |
Yield(%) | 0.00 | 1.52 | 1.36 | 3.08 | 1.70 | 1.08 | 0.81 | 1.63 | 0.00 | 1.82 | 1.87 | 1.49 | 5.28 | 5.44 | 5.85 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/18/2011, AR inception is 12/29/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SCPLX (Legg Mason Partners Dividend Strategy C) |
-10.53%
Feb 2006 - Feb 2009 |
-6.26%
Feb 2004 - Feb 2009 |
-2.46%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SCPLX (Legg Mason Partners Dividend Strategy C) |
10.50%
Feb 2003 - Feb 2006 |
10.83%
Sep 2002 - Sep 2007 |
0.87%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart