Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SEMDX (WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS I) | NA | -130,619.14% | nan% | nan% | nan% | nan% | nan% | nan% |
Data as of 07/07/2023, AR inception is 12/30/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEMDX (WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS I) | 12/30/1996 | 07/07/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -121,037.50 | -130,619.14 | nan | nan | nan | nan | nan | nan | -0.23 | -13.77 | -5.63 | 8.52 | 15.30 | -7.50 | 9.87 | 11.23 | -2.64 | 1.58 | -8.09 | 16.25 | 5.42 | 13.05 | 43.02 | -19.31 | 7.28 | 8.69 | 13.59 | 13.00 | 0.48 | -1.59 | 3.28 | 1.67 | 19.52 | -19.86 | -15.40 | -0.96 |
| Sharpe Ratio | NA | 0.34 | -0.69 | -0.08 | 0.14 | NA | NA | 0.12 | -0.80 | -1.64 | -1.29 | 0.74 | 3.49 | -1.80 | 2.21 | 1.82 | -0.49 | 0.28 | -1.06 | 4.00 | 0.96 | 2.47 | 6.33 | -1.71 | 0.96 | 1.24 | 2.07 | 1.36 | -0.01 | -0.15 | 0.07 | -0.16 | 1.02 | -0.80 | -0.53 | NA |
| Standard Deviation(%) | NA | 8.15 | 6.69 | 7.42 | 6.51 | NA | NA | 12.98 | 6.29 | 9.24 | 4.39 | 11.22 | 3.98 | 4.90 | 4.20 | 6.04 | 5.45 | 5.57 | 7.65 | 4.08 | 5.64 | 5.25 | 6.78 | 11.83 | 4.44 | 4.35 | 5.52 | 8.84 | 23.28 | 18.29 | 12.95 | 14.45 | 16.02 | 28.82 | 35.31 | 0.00 |
| Draw Down(%) | NA | 12.92 | 27.81 | 27.81 | 27.81 | NA | NA | 58.62 | 6.24 | 25.09 | 6.19 | 20.08 | 1.63 | 10.13 | 2.07 | 6.81 | 7.63 | 11.62 | 13.03 | 4.78 | 8.24 | 5.25 | 4.96 | 33.10 | 5.24 | 6.05 | 5.56 | 12.09 | 21.83 | 18.16 | 8.56 | 13.32 | 11.48 | 44.46 | 30.17 | 0.96 |
| Yield(%) | 1.60 | 6.08 | 3.87 | 3.82 | 4.23 | 4.95 | 5.13 | 3.66 | 101.19 | 4.42 | 3.00 | 2.04 | 3.81 | 5.28 | 5.21 | 4.86 | 5.90 | 4.86 | 5.36 | 4.47 | 5.28 | 3.91 | 5.99 | 8.11 | 7.42 | 29.53 | 17.37 | 9.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 8.37 | 17.07 | 1.86 |
Data as of 07/07/2023, AR inception is 12/30/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMDX (WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS I) |
-9.12%
May 1997 - May 2000 |
-7.64%
Jul 1997 - Jul 2002 |
-0.17%
Oct 2012 - Oct 2022 |
2.87%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMDX (WESTERN ASSET EMERGING MARKETS DEBT FUND CLASS I) |
23.31%
Oct 2008 - Oct 2011 |
15.33%
Oct 2008 - Oct 2013 |
9.66%
Aug 1998 - Aug 2008 |
8.78%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart