Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAFIX (WESTERN ASSET NON-U.S. OPPORTUNITY BOND FUND CLASS I) | NA | -1.27% | -0.25% | 1.83% | 3.18% | 2.48% | NA | … | … |
Data as of 05/23/2016, Common starting date is 08/03/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAFIX (WESTERN ASSET NON-U.S. OPPORTUNITY BOND FUND CLASS I) | 08/03/1998 | 05/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.27 | -0.25 | 1.83 | 3.18 | 2.48 | NA | … | … | 0.62 | -9.32 | 5.44 | -9.33 | 0.76 | -3.55 | 4.92 | 4.22 | -11.59 | 2.27 | 0.94 | -11.35 | 6.69 | -3.61 | 12.01 | 3.52 | -3.61 | -8.00 | 2.09 |
| Sharpe Ratio | NA | -1.49 | -0.82 | -0.52 | -0.24 | NA | NA | … | … | 0.40 | -1.54 | 1.21 | -1.45 | 0.07 | -0.69 | 0.93 | 0.96 | -0.72 | -0.25 | -0.80 | -0.83 | 1.08 | -0.35 | 1.81 | 0.14 | -1.10 | -1.75 | 0.32 |
| Standard Deviation(%) | NA | 6.15 | 5.76 | 6.80 | 8.45 | NA | NA | … | … | 3.58 | 6.08 | 4.48 | 6.46 | 9.86 | 5.20 | 5.19 | 4.32 | 17.25 | 3.02 | 2.95 | 16.19 | 5.31 | 12.28 | 6.03 | 8.64 | 6.93 | 6.42 | 6.40 |
| Draw Down(%) | NA | 11.38 | 15.44 | 20.36 | 23.58 | NA | NA | … | … | 1.85 | 12.38 | 2.63 | 15.06 | 6.92 | 5.04 | 7.55 | 4.22 | 15.59 | 3.25 | 3.73 | 16.43 | 5.01 | 15.76 | 3.65 | 6.55 | 9.31 | 12.31 | 3.60 |
| Yield(%) | 0.00 | 7.67 | 4.16 | 4.96 | 4.48 | 3.15 | 2.09 | … | … | 0.00 | 8.69 | 1.97 | 3.34 | 7.59 | 4.67 | 1.25 | 0.68 | 16.20 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/23/2016, Common starting date is 08/03/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAFIX (WESTERN ASSET NON-U.S. OPPORTUNITY BOND FUND CLASS I) |
-6.37%
May 2003 – May 2006 |
-3.04%
May 2003 – May 2008 |
-0.69%
Sep 1998 – Sep 2008 |
0.81%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAFIX (WESTERN ASSET NON-U.S. OPPORTUNITY BOND FUND CLASS I) |
8.09%
May 2000 – May 2003 |
5.83%
Apr 2008 – Apr 2013 |
3.01%
Apr 2006 – Apr 2016 |
2.56%
Oct 2000 – Oct 2015 |
Annualized Rolling Returns Comparison Chart