Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHIBX (WESTERN ASSET SHORT DURATION HIGH INCOME FUND CLASS B) | NA | -8.06% | -0.76% | 3.08% | 4.67% | 4.82% | 2.55% | … | … |
Data as of 12/21/2015, Common starting date is 02/21/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHIBX (WESTERN ASSET SHORT DURATION HIGH INCOME FUND CLASS B) | 02/21/1991 | 12/21/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | -8.06 | -0.76 | 3.08 | 4.67 | 4.82 | 2.55 | … | … | -13.68 | -6.77 | 2.09 | 9.31 | -7.93 | 7.85 | 41.48 | -37.21 | -7.59 | 3.10 | -4.65 | 1.28 | 15.49 | -13.29 | -15.56 | -18.00 | -6.30 | -8.71 | 2.96 | 2.59 | 6.88 | -13.54 | 8.81 | 7.85 | 16.48 |
| Sharpe Ratio | NA | -3.62 | -2.09 | -1.01 | -0.63 | NA | NA | … | … | -3.78 | -2.41 | 0.87 | 3.40 | -1.49 | 1.64 | 5.09 | -3.34 | -2.57 | -0.08 | -1.81 | 0.10 | 3.56 | -2.38 | -2.46 | -4.33 | -2.72 | -2.78 | -14.73 | -0.26 | 0.85 | -4.41 | 2.12 | 1.50 | 3.16 |
| Standard Deviation(%) | NA | 3.70 | 3.04 | 3.61 | 5.70 | NA | NA | … | … | 3.73 | 2.81 | 2.37 | 2.75 | 5.33 | 4.75 | 8.12 | 11.40 | 4.15 | 2.31 | 3.77 | 3.50 | 4.16 | 6.05 | 7.37 | 5.09 | 3.50 | 4.34 | 3.53 | 3.49 | 3.58 | 3.74 | 3.17 | 3.62 | 4.97 |
| Draw Down(%) | NA | 15.03 | 21.33 | 21.33 | 47.75 | NA | NA | … | … | 15.03 | 9.49 | 4.48 | 3.34 | 13.24 | 4.67 | 12.62 | 42.33 | 10.11 | 3.51 | 7.15 | 7.09 | 5.23 | 21.07 | 23.60 | 20.28 | 8.62 | 14.11 | 4.78 | 4.52 | 1.53 | 15.56 | 1.98 | 3.26 | 2.21 |
| Yield(%) | 0.00 | 5.97 | 5.70 | 6.64 | 6.55 | 6.09 | 3.79 | … | … | 5.47 | 5.46 | 5.77 | 6.77 | 9.35 | 7.84 | 11.97 | 7.00 | 7.37 | 7.52 | 6.03 | 7.79 | 10.28 | 9.37 | 10.72 | 9.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/21/2015, Common starting date is 02/21/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHIBX (WESTERN ASSET SHORT DURATION HIGH INCOME FUND CLASS B) |
-9.76%
Nov 2005 – Nov 2008 |
-8.18%
Oct 1997 – Oct 2002 |
-3.62%
Sep 1992 – Sep 2002 |
-2.23%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHIBX (WESTERN ASSET SHORT DURATION HIGH INCOME FUND CLASS B) |
24.82%
Feb 2009 – Feb 2012 |
18.98%
Nov 2008 – Nov 2013 |
9.22%
Oct 2002 – Oct 2012 |
5.32%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart