Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 11/23/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLI (Western Asset Corporate Loan Fund Inc) | NA | 6.17% | 3.65% | 6.45% | 5.38% | 5.35% | 4.91% | 4.11% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLI (Western Asset Corporate Loan Fund Inc) | 11/20/1998 | 11/23/2020 |
The return data shown below all have the same latest date: 11/23/2020.
AR inception is since 11/20/1998.
AR inception is since 11/20/1998.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | 6.17 | 3.65 | 6.45 | 5.38 | 5.35 | 4.91 | 4.11 | -7.06 | 10.36 | -14.64 | -6.49 | 13.87 | -10.43 | -9.81 | -5.34 | 16.29 | -5.29 | 16.83 | 64.32 | -47.78 | -14.35 | 8.24 | -9.99 | -6.97 | 29.69 | -8.79 | -7.35 | -2.22 | -5.46 | -0.83 |
| Sharpe Ratio | NA | -0.07 | -0.17 | -0.10 | -0.14 | NA | NA | -0.21 | -0.16 | -1.75 | -4.67 | -2.81 | -2.14 | -2.32 | -3.41 | -1.89 | -0.19 | -1.57 | -0.13 | 2.51 | -2.10 | -2.23 | -2.18 | -4.70 | -1.92 | 0.84 | -3.33 | -2.80 | -7.19 | 1.82 | 18.09 |
| Standard Deviation(%) | NA | 47.32 | 27.94 | 22.45 | 18.11 | NA | NA | 16.40 | 49.72 | 7.35 | 7.75 | 9.20 | 9.42 | 12.46 | 8.31 | 12.63 | 12.18 | 15.14 | 13.32 | 18.22 | 31.94 | 16.36 | 6.50 | 6.59 | 13.84 | 12.33 | 8.58 | 10.37 | 9.86 | 10.76 | 4.47 |
| Draw Down(%) | NA | 48.25 | 50.23 | 56.01 | 63.02 | NA | NA | 68.72 | 48.25 | 3.70 | 18.84 | 14.42 | 10.02 | 19.15 | 13.10 | 17.48 | 7.15 | 19.01 | 11.35 | 18.76 | 58.51 | 22.91 | 2.79 | 12.90 | 14.73 | 5.48 | 15.28 | 13.37 | 9.58 | 10.46 | 1.24 |
| Yield(%) | 0.71 | 8.25 | 6.80 | 7.69 | 6.99 | 6.32 | 5.63 | 4.76 | 7.26 | 7.74 | 6.00 | 7.05 | 8.94 | 7.90 | 7.16 | 6.61 | 7.48 | 5.93 | 5.61 | 8.04 | 6.26 | 8.03 | 7.87 | 5.20 | 4.41 | 6.31 | 6.20 | 7.18 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLI (Western Asset Corporate Loan Fund Inc) |
-14.96%
Dec 2005 - Dec 2008 |
-10.66%
Dec 2003 - Dec 2008 |
-3.52%
Dec 1998 - Dec 2008 |
2.82%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLI (Western Asset Corporate Loan Fund Inc) |
30.23%
Nov 2008 - Nov 2011 |
22.18%
Dec 2008 - Dec 2013 |
11.81%
Nov 2008 - Nov 2018 |
6.69%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart