Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHFVX (CLEARBRIDGE ALL CAP VALUE FUND CLASS A) | NA | 21.41% | 7.89% | 11.04% | 7.49% | 9.30% | 6.98% | 7.69% |
Data as of 08/23/2024, AR inception is 11/11/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHFVX (CLEARBRIDGE ALL CAP VALUE FUND CLASS A) | 11/11/1982 | 08/23/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.10 | 21.41 | 7.89 | 11.04 | 7.49 | 9.30 | 6.98 | 7.69 | 14.04 | 13.97 | -7.73 | 26.29 | -1.19 | 22.54 | -14.87 | 17.21 | 17.79 | -5.59 | 7.96 | 30.33 | 14.34 | -6.85 | 15.81 | 29.56 | -37.49 | 0.45 | 16.94 | 4.00 | 7.42 | 38.95 | -26.51 | -6.26 | 16.21 | 31.41 | 16.07 | 21.65 | 19.79 | 22.58 | -12.47 | 16.42 | 7.83 | 31.59 | -13.33 | 8.60 | 14.61 | -14.57 | -6.11 | 14.21 | 4.73 | 16.37 | 5.08 |
| Sharpe Ratio | NA | 1.36 | 0.30 | 0.41 | 0.33 | NA | NA | 0.28 | 1.47 | 0.68 | -0.40 | 1.57 | -0.04 | 1.67 | -1.04 | 1.95 | 1.03 | -0.35 | 0.68 | 2.63 | 1.02 | -0.26 | 0.75 | 0.95 | -0.95 | -0.16 | 1.29 | 0.19 | 0.51 | 2.10 | -1.06 | -0.40 | 0.62 | 1.52 | 0.69 | 1.30 | 1.85 | 2.54 | -1.07 | 1.75 | 0.47 | 2.11 | -1.27 | 0.22 | 0.75 | -0.64 | -0.78 | 0.82 | -0.20 | 0.91 | 2.74 |
| Standard Deviation(%) | NA | 12.98 | 17.63 | 22.85 | 19.14 | NA | NA | 18.18 | 12.87 | 14.46 | 22.97 | 16.73 | 38.07 | 12.65 | 15.60 | 8.54 | 17.09 | 16.03 | 11.75 | 11.51 | 14.06 | 26.47 | 21.00 | 31.09 | 40.44 | 15.92 | 10.63 | 9.77 | 12.58 | 18.18 | 25.98 | 21.54 | 19.62 | 18.58 | 18.47 | 13.93 | 8.72 | 7.37 | 14.41 | 8.15 | 11.59 | 13.16 | 14.54 | 13.01 | 13.28 | 28.85 | 13.22 | 10.93 | 10.14 | 11.28 | 14.15 |
| Draw Down(%) | NA | 8.65 | 20.41 | 42.03 | 43.29 | NA | NA | 56.77 | 7.76 | 12.38 | 20.41 | 7.86 | 41.90 | 8.18 | 24.58 | 4.13 | 15.09 | 15.46 | 9.40 | 6.51 | 12.14 | 26.97 | 19.90 | 28.56 | 48.22 | 11.55 | 10.04 | 7.97 | 11.93 | 15.97 | 39.69 | 28.60 | 8.81 | 9.86 | 20.14 | 9.79 | 8.38 | 5.57 | 17.99 | 5.36 | 6.84 | 6.58 | 24.26 | 15.09 | 8.38 | 39.50 | 15.09 | 6.70 | 6.65 | 7.47 | 1.10 |
| Yield(%) | 6.81 | 12.38 | 9.18 | 8.22 | 7.77 | 9.62 | 7.11 | 12.06 | 7.62 | 5.00 | 6.35 | 13.41 | 4.12 | 1.75 | 9.98 | 15.03 | 17.25 | 6.16 | 10.43 | 11.98 | 3.53 | 0.67 | 1.31 | 0.80 | 1.12 | 6.56 | 6.56 | 7.02 | 0.00 | 0.00 | 0.00 | 0.34 | 8.73 | 7.40 | 7.19 | 12.37 | 6.73 | 2.74 | 1.56 | 1.15 | 0.89 | 2.75 | 3.65 | 3.14 | 1.89 | 4.01 | 4.51 | 3.03 | 3.52 | 2.08 | 2.26 |
Data as of 08/23/2024, AR inception is 11/11/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHFVX (CLEARBRIDGE ALL CAP VALUE FUND CLASS A) |
-16.58%
Feb 2006 - Feb 2009 |
-8.55%
Feb 2004 - Feb 2009 |
-0.81%
Aug 2000 - Aug 2010 |
2.73%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHFVX (CLEARBRIDGE ALL CAP VALUE FUND CLASS A) |
26.82%
Mar 1997 - Mar 2000 |
23.40%
Mar 1995 - Mar 2000 |
17.10%
Oct 1990 - Oct 2000 |
11.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart