Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SGRBX (LEGG MASON LIFESTYLE ALLOCATION 70% CLASS B) | NA | -5.41% | 3.00% | 4.56% | 3.76% | 3.10% | 3.25% | 3.14% |
Data as of 07/06/2016, AR inception is 07/01/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGRBX (LEGG MASON LIFESTYLE ALLOCATION 70% CLASS B) | 07/01/1996 | 07/06/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.98 | -5.41 | 3.00 | 4.56 | 3.76 | 3.10 | 3.25 | 3.14 | -1.59 | -10.07 | 3.25 | 20.00 | 12.53 | -2.57 | 12.71 | 28.78 | -35.19 | 1.26 | 6.80 | 3.10 | 6.89 | 27.59 | -19.88 | -16.58 | -14.00 | 11.24 | 5.08 | 12.15 | 1.97 |
| Sharpe Ratio | NA | -0.75 | 0.03 | 0.21 | 0.10 | NA | NA | -0.16 | -0.23 | -0.76 | 0.39 | 2.41 | 1.27 | -0.14 | 0.93 | 1.53 | -1.37 | -0.16 | 0.41 | 0.12 | 0.61 | 2.27 | -1.22 | -1.13 | -1.09 | 0.73 | 0.13 | -4.39 | 0.06 |
| Standard Deviation(%) | NA | 15.84 | 11.46 | 12.79 | 15.25 | NA | NA | 14.01 | 14.18 | 13.24 | 8.37 | 8.29 | 9.92 | 18.92 | 13.61 | 18.77 | 26.29 | 11.03 | 8.56 | 7.97 | 9.75 | 11.87 | 17.20 | 16.92 | 16.51 | 11.04 | 13.78 | 9.77 | 8.38 |
| Draw Down(%) | NA | 20.37 | 21.78 | 21.78 | 49.55 | NA | NA | 55.40 | 9.68 | 14.44 | 7.37 | 5.79 | 8.40 | 17.97 | 11.77 | 20.20 | 43.31 | 8.28 | 6.81 | 5.95 | 10.30 | 9.29 | 27.94 | 25.36 | 17.94 | 9.55 | 20.21 | 6.87 | 6.84 |
| Yield(%) | 0.00 | 6.47 | 2.86 | 2.15 | 1.79 | 1.74 | 2.01 | 1.97 | 0.00 | 7.17 | 0.26 | 0.22 | 0.63 | 0.54 | 1.13 | 1.82 | 1.52 | 1.31 | 0.68 | 0.24 | 0.47 | 0.34 | 0.70 | 6.33 | 8.62 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/06/2016, AR inception is 07/01/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGRBX (LEGG MASON LIFESTYLE ALLOCATION 70% CLASS B) |
-14.15%
Feb 2006 - Feb 2009 |
-7.19%
Feb 2004 - Feb 2009 |
-3.50%
Feb 1999 - Feb 2009 |
1.57%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGRBX (LEGG MASON LIFESTYLE ALLOCATION 70% CLASS B) |
21.40%
Feb 2009 - Feb 2012 |
18.10%
Feb 2009 - Feb 2014 |
6.40%
Mar 2003 - Mar 2013 |
3.43%
Mar 2001 - Mar 2016 |
Annualized Rolling Returns Comparison Chart