Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SNJBX (WESTERN ASSET NEW JERSEY MUNICIPALS FUND CLASS B) | NA | 1.89% | 1.24% | 3.83% | 3.75% | 3.97% | NA | … | … |
Data as of 12/21/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNJBX (WESTERN ASSET NEW JERSEY MUNICIPALS FUND CLASS B) | 06/21/1996 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 1.89 | 1.24 | 3.83 | 3.75 | 3.97 | NA | … | … | -1.48 | 4.48 | -8.36 | 3.08 | 5.18 | -2.14 | 11.48 | -10.16 | -0.24 | 1.85 | -1.27 | -1.95 | 1.26 | 1.85 | 0.32 | 4.56 | -11.38 | -0.89 | 3.06 | 2.67 |
| Sharpe Ratio | NA | -1.06 | -0.90 | 0.17 | -0.21 | NA | NA | … | … | -1.21 | 3.29 | -2.62 | 1.64 | 1.87 | -0.83 | 3.75 | -1.85 | -1.90 | -1.46 | -1.92 | -1.28 | 0.21 | 0.29 | -0.74 | 0.19 | -5.13 | -1.35 | -17.55 | 0.44 |
| Standard Deviation(%) | NA | 1.28 | 2.17 | 2.25 | 2.88 | NA | NA | … | … | 1.29 | 1.36 | 3.20 | 1.86 | 2.76 | 2.67 | 3.04 | 5.98 | 1.72 | 0.99 | 1.79 | 2.26 | 2.78 | 2.57 | 2.74 | 2.70 | 2.85 | 3.12 | 2.96 | 3.76 |
| Draw Down(%) | NA | 3.40 | 9.70 | 10.62 | 14.55 | NA | NA | … | … | 3.40 | 1.24 | 9.70 | 1.90 | 3.07 | 6.14 | 2.71 | 14.55 | 2.13 | 0.64 | 1.75 | 3.19 | 1.26 | 2.93 | 3.43 | 3.82 | 12.04 | 3.90 | 2.87 | 2.14 |
| Yield(%) | 0.00 | 3.18 | 3.04 | 3.46 | 3.59 | 3.84 | 3.02 | … | … | 2.91 | 3.16 | 3.16 | 3.29 | 3.94 | 3.65 | 4.27 | 3.45 | 3.67 | 3.96 | 3.54 | 4.06 | 4.32 | 4.68 | 4.64 | 4.90 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/21/2015, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNJBX (WESTERN ASSET NEW JERSEY MUNICIPALS FUND CLASS B) |
-3.64%
Jan 1997 – Jan 2000 |
0.86%
Dec 1996 – Dec 2001 |
2.08%
Dec 1998 – Dec 2008 |
2.98%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNJBX (WESTERN ASSET NEW JERSEY MUNICIPALS FUND CLASS B) |
8.75%
Dec 2008 – Dec 2011 |
6.16%
Jan 2000 – Jan 2005 |
5.14%
May 2000 – May 2010 |
4.69%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart