Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMCYX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS I) | NA | 9.15% | 3.50% | 8.34% | 5.09% | 8.63% | 6.44% | … | … |
Data as of 09/06/2024, Common starting date is 05/02/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMCYX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS I) | 05/02/2003 | 09/06/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.51 | 9.15 | 3.50 | 8.34 | 5.09 | 8.63 | 6.44 | … | … | 2.09 | 14.90 | -11.78 | 32.37 | -4.95 | 29.05 | -21.43 | 10.90 | 25.09 | -9.36 | 2.00 | 34.79 | 15.50 | -6.70 | 25.40 | 33.35 | -35.47 | -2.26 | 11.78 | 5.96 | 21.19 | 26.96 |
| Sharpe Ratio | NA | 0.26 | 0.02 | 0.23 | 0.16 | NA | NA | … | … | -0.04 | 0.52 | -0.53 | 1.50 | -0.11 | 1.72 | -1.31 | 0.75 | 1.26 | -0.57 | 0.13 | 2.46 | 0.91 | -0.20 | 1.04 | 0.89 | -0.83 | -0.28 | 0.62 | 0.30 | 1.51 | 2.94 |
| Standard Deviation(%) | NA | 19.78 | 21.75 | 28.65 | 23.56 | NA | NA | … | … | 19.00 | 20.53 | 24.99 | 21.57 | 47.82 | 16.09 | 17.41 | 13.67 | 19.82 | 16.56 | 14.83 | 14.13 | 17.19 | 33.11 | 24.38 | 37.57 | 43.83 | 18.77 | 13.88 | 12.47 | 13.45 | 14.42 |
| Draw Down(%) | NA | 11.33 | 23.71 | 49.02 | 51.29 | NA | NA | … | … | 9.66 | 17.32 | 23.11 | 11.63 | 48.94 | 11.78 | 29.35 | 9.14 | 16.31 | 15.89 | 13.50 | 5.73 | 13.24 | 30.65 | 20.72 | 34.02 | 50.09 | 16.67 | 10.37 | 7.97 | 8.22 | 4.46 |
| Yield(%) | 1.61 | 2.81 | 5.10 | 5.14 | 6.06 | 8.88 | 6.40 | … | … | 1.72 | 1.07 | 7.42 | 6.48 | 0.49 | 6.54 | 9.48 | 16.77 | 9.84 | 3.99 | 10.26 | 10.34 | 0.00 | 0.00 | 0.00 | 0.30 | 6.48 | 15.69 | 8.39 | 5.80 | 4.38 | 0.00 |
Data as of 09/06/2024, Common starting date is 05/02/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCYX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS I) |
-19.67%
Feb 2006 – Feb 2009 |
-7.72%
Feb 2004 – Feb 2009 |
2.80%
Mar 2010 – Mar 2020 |
2.49%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCYX (CLEARBRIDGE SMALL CAP VALUE FUND CLASS I) |
29.88%
Feb 2009 – Feb 2012 |
26.16%
Feb 2009 – Feb 2014 |
14.16%
Feb 2009 – Feb 2019 |
11.50%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart