Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPAAX (Legg Mason Cap Mgmt All Cap A) | NA | 23.88% | 12.46% | 20.10% | 3.11% | NA | NA | -0.46% |
Data as of 12/19/2013, AR inception is 07/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPAAX (Legg Mason Cap Mgmt All Cap A) | 07/06/2000 | 12/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.88 | 12.46 | 20.10 | 3.11 | NA | NA | -0.46 | 24.25 | 14.48 | -1.04 | 13.84 | 54.15 | -51.23 | -12.18 | 13.49 | 5.53 | 5.20 | 34.00 | -28.64 | -16.75 | -11.20 |
| Sharpe Ratio | NA | 2.33 | 0.69 | 0.83 | 0.08 | NA | NA | -0.07 | 2.47 | 1.01 | -0.04 | 0.63 | 1.46 | -0.98 | -0.82 | 0.96 | 0.32 | 0.36 | 1.85 | -1.07 | -0.70 | -0.87 |
| Standard Deviation(%) | NA | 10.25 | 18.23 | 24.17 | 25.80 | NA | NA | 25.57 | 10.12 | 14.41 | 26.06 | 21.85 | 37.14 | 53.35 | 18.60 | 10.65 | 10.50 | 11.94 | 17.98 | 27.78 | 27.80 | 29.77 |
| Draw Down(%) | NA | 4.24 | 24.04 | 32.98 | 70.94 | NA | NA | 74.26 | 4.24 | 13.24 | 24.04 | 18.32 | 32.98 | 64.21 | 21.96 | 9.11 | 6.82 | 11.58 | 12.03 | 36.54 | 35.90 | 22.96 |
| Yield(%) | 0.00 | 0.39 | 0.19 | 0.21 | 0.06 | 0.03 | 0.02 | 0.03 | 0.00 | 0.44 | 0.13 | 0.00 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/19/2013, AR inception is 07/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPAAX (Legg Mason Cap Mgmt All Cap A) |
-27.32%
Feb 2006 - Feb 2009 |
-15.59%
Feb 2004 - Feb 2009 |
-6.47%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPAAX (Legg Mason Cap Mgmt All Cap A) |
33.87%
Feb 2009 - Feb 2012 |
21.13%
Nov 2008 - Nov 2013 |
5.22%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart