Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHYOX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS I) | NA | -10.24% | 0.40% | 1.57% | 3.13% | 4.39% | 5.85% | … | … |
Data as of 11/18/2022, Common starting date is 02/27/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHYOX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS I) | 02/27/1995 | 11/18/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | -10.24 | 0.40 | 1.57 | 3.13 | 4.39 | 5.85 | … | … | -11.16 | 2.10 | 6.70 | 13.75 | -4.39 | 8.24 | 15.88 | -5.89 | -1.92 | 6.45 | 19.38 | 0.67 | 14.85 | 54.11 | -32.58 | 0.42 | 9.69 | 4.32 | 10.76 | 24.43 | 6.69 | 4.47 | -3.29 | 7.33 | -6.90 | 13.40 | 21.19 | 15.31 |
| Sharpe Ratio | NA | -1.20 | 0.00 | 0.11 | 0.44 | NA | NA | … | … | -1.43 | 0.64 | 0.56 | 2.80 | -1.32 | 2.49 | 2.70 | -1.19 | -0.51 | 1.67 | 5.04 | 0.11 | 2.93 | 6.82 | -2.92 | -0.54 | 2.12 | 0.58 | 2.55 | 5.33 | 0.76 | 0.33 | -1.43 | 0.79 | -1.26 | 2.05 | 3.70 | 2.83 |
| Standard Deviation(%) | NA | 9.25 | 8.71 | 7.30 | 6.04 | NA | NA | … | … | 9.62 | 3.23 | 11.51 | 4.41 | 4.32 | 3.07 | 5.77 | 4.99 | 3.82 | 3.86 | 3.86 | 5.94 | 5.04 | 7.92 | 11.42 | 4.88 | 3.02 | 3.70 | 3.85 | 4.46 | 7.36 | 6.62 | 5.12 | 5.19 | 8.11 | 4.80 | 4.74 | 5.15 |
| Draw Down(%) | NA | 16.23 | 21.04 | 21.04 | 21.04 | NA | NA | … | … | 16.23 | 3.66 | 21.04 | 3.62 | 5.95 | 1.85 | 5.54 | 10.51 | 10.00 | 6.16 | 3.58 | 11.45 | 6.45 | 9.69 | 37.87 | 7.36 | 2.81 | 5.01 | 5.87 | 4.66 | 11.28 | 8.91 | 8.73 | 3.92 | 18.35 | 4.42 | 2.58 | 2.22 |
| Yield(%) | 0.00 | 4.71 | 4.84 | 4.93 | 5.40 | 5.73 | 7.02 | … | … | 3.81 | 4.62 | 4.80 | 5.97 | 5.32 | 5.71 | 7.17 | 6.67 | 6.77 | 7.06 | 8.28 | 8.18 | 8.92 | 12.22 | 7.30 | 7.78 | 7.15 | 6.93 | 6.67 | 8.73 | 10.03 | 11.64 | 11.49 | 11.03 | 9.29 | 10.96 | 10.79 | 9.31 |
Data as of 11/18/2022, Common starting date is 02/27/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHYOX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS I) |
-10.14%
Nov 2005 – Nov 2008 |
-3.10%
Nov 2003 – Nov 2008 |
1.74%
Nov 1998 – Nov 2008 |
3.86%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHYOX (WESTERN ASSET GLOBAL HIGH YIELD BOND FUND CLASS I) |
23.70%
Feb 2009 – Feb 2012 |
18.36%
Nov 2008 – Nov 2013 |
10.23%
Feb 2009 – Feb 2019 |
7.71%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart