Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCVYX (Legg Mason Partners Convertible I) | NA | 69.83% | -0.58% | 3.81% | 6.35% | NA | NA | 5.84% |
Data as of 02/02/2010, AR inception is 11/20/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCVYX (Legg Mason Partners Convertible I) | 11/20/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 69.83 | -0.58 | 3.81 | 6.35 | NA | NA | 5.84 | 0.00 | 70.37 | -41.50 | 2.42 | 11.56 | 3.12 | 7.50 | 39.14 | -8.49 | 5.90 | 8.83 | -1.76 | 2.60 |
| Sharpe Ratio | NA | 4.51 | -0.10 | 0.13 | 0.34 | NA | NA | 0.30 | 0.00 | 4.16 | -1.73 | -0.06 | 1.07 | 0.14 | 0.86 | 4.48 | -0.79 | 0.30 | 0.37 | -0.96 | 4.35 |
| Standard Deviation(%) | NA | 15.48 | 18.63 | 15.24 | 13.27 | NA | NA | 12.56 | NA | 16.88 | 24.52 | 10.84 | 7.76 | 6.75 | 7.62 | 8.58 | 12.11 | 11.99 | 13.04 | 5.21 | 5.51 |
| Draw Down(%) | NA | 11.62 | 51.00 | 51.00 | 51.00 | NA | NA | 51.00 | 0.00 | 11.91 | 48.36 | 9.55 | 7.52 | 7.70 | 10.22 | 5.88 | 22.43 | 13.66 | 7.88 | 6.77 | 1.99 |
| Yield(%) | 0.00 | 6.48 | 5.93 | 7.19 | 6.93 | 4.97 | 3.73 | 6.78 | 0.00 | 6.92 | 4.38 | 11.14 | 6.97 | 10.86 | 4.77 | 5.67 | 4.90 | 5.26 | 4.99 | 4.51 | 3.61 |
Data as of 02/02/2010, AR inception is 11/20/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCVYX (Legg Mason Partners Convertible I) |
-14.44%
Feb 2006 - Feb 2009 |
-7.21%
Feb 2004 - Feb 2009 |
0.56%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCVYX (Legg Mason Partners Convertible I) |
19.19%
Sep 2002 - Sep 2005 |
15.05%
Sep 2002 - Sep 2007 |
6.47%
Jan 2000 - Jan 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart