Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHMGX (Legg Mason WA Core Plus Bond A) | NA | 7.37% | 7.27% | 5.67% | 4.18% | 4.81% | NA | 5.36% |
Data as of 10/05/2012, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHMGX (Legg Mason WA Core Plus Bond A) | 06/21/1996 | 10/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 7.37 | 7.27 | 5.67 | 4.18 | 4.81 | NA | 5.36 | 5.46 | 5.86 | 8.90 | 15.66 | -7.56 | 3.22 | 4.53 | 1.36 | 3.24 | 1.51 | 8.07 | 6.85 | 9.78 | -0.70 | 5.76 | 9.48 | 6.21 |
| Sharpe Ratio | NA | 2.70 | 2.03 | 1.09 | 0.76 | NA | NA | 0.21 | 2.82 | 1.61 | 2.14 | 2.97 | -1.18 | 0.05 | 0.35 | -0.32 | 0.87 | 0.29 | 2.69 | 1.19 | 1.62 | -1.04 | 0.71 | -10.88 | 1.79 |
| Standard Deviation(%) | NA | 2.72 | 3.55 | 4.87 | 4.02 | NA | NA | 3.93 | 2.53 | 3.61 | 4.12 | 5.24 | 7.16 | 3.58 | 3.53 | 2.51 | 2.63 | 2.84 | 2.59 | 3.88 | 3.55 | 3.79 | 3.43 | 4.19 | 4.82 |
| Draw Down(%) | NA | 1.13 | 3.11 | 13.53 | 13.53 | NA | NA | 13.53 | 1.13 | 1.53 | 3.11 | 4.74 | 13.53 | 2.74 | 2.75 | 2.31 | 3.18 | 2.60 | 1.49 | 3.29 | 2.65 | 4.38 | 2.08 | 2.41 | 2.15 |
| Yield(%) | 0.00 | 2.63 | 3.34 | 3.31 | 3.53 | 4.21 | 3.75 | 4.68 | 1.89 | 2.86 | 3.97 | 3.90 | 2.97 | 4.72 | 4.91 | 3.86 | 3.57 | 3.41 | 4.33 | 5.54 | 6.04 | 5.50 | 6.04 | 6.51 | 4.05 |
Data as of 10/05/2012, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHMGX (Legg Mason WA Core Plus Bond A) |
-1.01%
Oct 2005 - Oct 2008 |
0.26%
Oct 2003 - Oct 2008 |
2.59%
Oct 1998 - Oct 2008 |
4.77%
Nov 1996 - Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHMGX (Legg Mason WA Core Plus Bond A) |
11.35%
Feb 2009 - Feb 2012 |
7.03%
Aug 1996 - Aug 2001 |
5.21%
Aug 1996 - Aug 2006 |
5.18%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart