Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCRAX (Legg Mason P:Conv;A) | NA | 69.39% | -0.96% | 3.40% | 5.72% | NA | NA | 5.77% |
Data as of 02/02/2010, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCRAX (Legg Mason P:Conv;A) | 06/20/1996 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 69.39 | -0.96 | 3.40 | 5.72 | NA | NA | 5.77 | 0.00 | 69.67 | -41.74 | 2.05 | 11.15 | 2.72 | 7.00 | 37.54 | -9.80 | 5.46 | 8.30 | -2.22 | -1.45 | 16.50 | 5.82 |
| Sharpe Ratio | NA | 4.44 | -0.12 | 0.10 | 0.29 | NA | NA | 0.02 | 0.00 | 4.11 | -1.73 | -0.09 | 1.02 | 0.08 | 0.80 | 4.26 | -0.90 | 0.26 | 0.33 | -1.05 | -0.64 | -6.34 | 1.62 |
| Standard Deviation(%) | NA | 15.61 | 18.68 | 15.27 | 13.30 | NA | NA | 11.74 | NA | 16.95 | 24.57 | 10.84 | 7.73 | 6.71 | 7.60 | 8.65 | 12.14 | 12.11 | 13.03 | 5.21 | 7.51 | 6.08 | 4.79 |
| Draw Down(%) | NA | 11.67 | 51.23 | 51.23 | 51.23 | NA | NA | 51.23 | 0.00 | 11.99 | 48.42 | 9.70 | 7.59 | 7.78 | 10.37 | 6.67 | 23.07 | 13.78 | 8.10 | 6.90 | 17.45 | 6.01 | 4.35 |
| Yield(%) | 0.00 | 6.12 | 5.69 | 6.91 | 6.37 | 5.73 | 4.30 | 6.61 | 0.00 | 6.53 | 4.09 | 10.83 | 6.60 | 10.53 | 4.40 | 4.47 | 3.54 | 4.82 | 4.59 | 4.15 | 6.86 | 12.52 | 4.82 |
Data as of 02/02/2010, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCRAX (Legg Mason P:Conv;A) |
-14.79%
Feb 2006 - Feb 2009 |
-7.58%
Feb 2004 - Feb 2009 |
-0.04%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCRAX (Legg Mason P:Conv;A) |
18.27%
Sep 2002 - Sep 2005 |
14.34%
Sep 2002 - Sep 2007 |
7.07%
Apr 1997 - Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart