Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPBBX (Legg Mason Cap Mgmt All Cap B) | NA | 21.79% | 12.62% | 5.84% | 2.69% | NA | NA | -2.23% |
Data as of 06/12/2013, AR inception is 07/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPBBX (Legg Mason Cap Mgmt All Cap B) | 07/07/2000 | 06/12/2013 |
| 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 | 21.79 | 12.62 | 5.84 | 2.69 | NA | NA | -2.23 | 11.77 | 13.53 | -2.10 | 14.24 | 52.81 | -51.54 | -12.90 | 12.67 | 4.62 | 4.45 | 32.94 | -29.10 | -17.41 | -13.07 |
| Sharpe Ratio | NA | 1.85 | 0.65 | 0.17 | 0.06 | NA | NA | -0.13 | 3.62 | 0.94 | -0.08 | 0.64 | 1.41 | -0.98 | -0.86 | 0.88 | 0.23 | 0.29 | 1.78 | -1.08 | -0.72 | -0.98 |
| Standard Deviation(%) | NA | 11.74 | 19.41 | 33.16 | 26.21 | NA | NA | 26.03 | 7.86 | 14.43 | 26.18 | 21.95 | 37.49 | 53.18 | 18.58 | 10.74 | 10.49 | 11.97 | 18.07 | 27.97 | 27.75 | 29.83 |
| Draw Down(%) | NA | 8.48 | 24.19 | 57.12 | 71.33 | NA | NA | 75.86 | 3.70 | 13.40 | 24.19 | 17.55 | 33.11 | 64.45 | 22.25 | 9.30 | 7.18 | 12.01 | 12.24 | 36.85 | 36.17 | 23.08 |
| Yield(%) | 0.00 | 0.00 | 0.18 | 0.10 | 0.05 | 0.02 | 0.01 | 0.02 | 0.00 | 0.46 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/12/2013, AR inception is 07/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPBBX (Legg Mason Cap Mgmt All Cap B) |
-27.82%
Feb 2006 - Feb 2009 |
-16.21%
Feb 2004 - Feb 2009 |
-7.08%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPBBX (Legg Mason Cap Mgmt All Cap B) |
33.20%
Feb 2009 - Feb 2012 |
10.87%
Sep 2002 - Sep 2007 |
4.39%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart