Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFVBX (CLEARBRIDGE ALL CAP VALUE FUND CLASS B) | NA | 14.97% | 8.48% | 10.33% | 6.13% | 8.13% | 6.29% | … | … |
Data as of 02/12/2018, Common starting date is 12/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFVBX (CLEARBRIDGE ALL CAP VALUE FUND CLASS B) | 12/17/1992 | 02/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.97 | 8.48 | 10.33 | 6.13 | 8.13 | 6.29 | … | … | 4.35 | 14.87 | 15.87 | -6.68 | 6.70 | 29.08 | 13.17 | -7.85 | 15.35 | 28.37 | -38.10 | -0.36 | 15.88 | 3.16 | 6.60 | 37.81 | -27.11 | -6.98 | 15.34 | 29.92 | 14.70 | 20.21 | 18.79 | 21.81 | -12.93 | 15.51 | -3.88 |
| Sharpe Ratio | NA | 1.78 | 0.58 | 0.76 | 0.27 | NA | NA | … | … | 4.95 | 1.68 | 0.91 | -0.42 | 0.57 | 2.52 | 0.94 | -0.30 | 0.73 | 0.91 | -0.96 | -0.21 | 1.19 | 0.10 | 0.45 | 2.04 | -1.08 | -0.44 | 0.58 | 1.44 | 0.63 | 1.19 | 1.73 | 2.46 | -1.11 | 1.64 | -2.32 |
| Standard Deviation(%) | NA | 8.46 | 14.09 | 13.33 | 21.91 | NA | NA | … | … | 8.83 | 8.53 | 17.13 | 15.99 | 11.76 | 11.51 | 14.06 | 26.51 | 20.95 | 31.07 | 40.47 | 15.90 | 10.66 | 9.72 | 12.52 | 18.21 | 26.01 | 21.57 | 19.61 | 18.49 | 18.17 | 13.93 | 8.79 | 7.30 | 14.33 | 8.14 | 29.89 |
| Draw Down(%) | NA | 4.27 | 23.20 | 23.20 | 53.24 | NA | NA | … | … | 2.23 | 4.27 | 15.24 | 15.69 | 9.47 | 6.54 | 12.26 | 27.49 | 19.53 | 28.62 | 48.61 | 11.83 | 10.15 | 8.23 | 12.26 | 16.07 | 40.03 | 28.77 | 8.93 | 9.97 | 20.36 | 9.85 | 8.50 | 5.59 | 18.03 | 5.54 | 5.38 |
| Yield(%) | 0.00 | 15.88 | 11.66 | 11.67 | 6.59 | 8.54 | 6.74 | … | … | 0.00 | 16.40 | 18.13 | 5.59 | 9.94 | 12.10 | 2.60 | 0.00 | 1.11 | 0.00 | 0.67 | 6.18 | 6.09 | 6.92 | 0.00 | 0.00 | 0.00 | 0.35 | 8.88 | 7.46 | 7.01 | 11.54 | 5.89 | 1.82 | 0.93 | 0.21 | 0.70 |
Data as of 02/12/2018, Common starting date is 12/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFVBX (CLEARBRIDGE ALL CAP VALUE FUND CLASS B) |
-17.32%
Feb 2006 – Feb 2009 |
-9.32%
Feb 2004 – Feb 2009 |
-1.58%
Aug 2000 – Aug 2010 |
1.82%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFVBX (CLEARBRIDGE ALL CAP VALUE FUND CLASS B) |
25.34%
Mar 1997 – Mar 2000 |
22.16%
Mar 1995 – Mar 2000 |
11.53%
Dec 1994 – Dec 2004 |
8.22%
Jan 1993 – Jan 2008 |
Annualized Rolling Returns Comparison Chart