Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRBAX (Legg Mason WA Core Bond A) | NA | 6.97% | 7.37% | 5.18% | 5.24% | NA | NA | 5.65% |
Data as of 10/05/2012, AR inception is 07/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRBAX (Legg Mason WA Core Bond A) | 07/08/2002 | 10/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.57 | 6.97 | 7.37 | 5.18 | 5.24 | NA | NA | 5.65 | 5.39 | 5.93 | 9.08 | 14.95 | -9.56 | 3.74 | 8.63 | 2.22 | 5.51 | 7.27 | 5.01 |
| Sharpe Ratio | NA | 2.43 | 2.04 | 0.96 | 0.91 | NA | NA | 0.97 | 2.71 | 1.62 | 2.19 | 2.85 | -1.37 | 0.18 | 1.04 | 0.02 | 1.54 | 1.69 | 1.78 |
| Standard Deviation(%) | NA | 2.85 | 3.59 | 5.05 | 4.46 | NA | NA | 4.51 | 2.60 | 3.64 | 4.11 | 5.21 | 7.63 | 3.98 | 5.17 | 2.48 | 2.96 | 3.89 | 5.34 |
| Draw Down(%) | NA | 1.16 | 2.84 | 16.59 | 16.59 | NA | NA | 16.59 | 1.09 | 1.67 | 2.84 | 4.65 | 16.59 | 2.84 | 2.94 | 1.97 | 2.71 | 3.80 | 3.50 |
| Yield(%) | 0.00 | 2.82 | 4.22 | 3.85 | 4.42 | 3.12 | 2.34 | 4.68 | 1.52 | 2.96 | 4.68 | 6.27 | 3.66 | 4.63 | 5.06 | 4.99 | 5.36 | 4.53 | 2.44 |
Data as of 10/05/2012, AR inception is 07/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRBAX (Legg Mason WA Core Bond A) |
-0.59%
Nov 2005 - Nov 2008 |
1.18%
Nov 2003 - Nov 2008 |
5.23%
Sep 2002 - Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRBAX (Legg Mason WA Core Bond A) |
11.30%
Feb 2009 - Feb 2012 |
5.88%
May 2006 - May 2011 |
5.35%
Aug 2002 - Aug 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart