Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XTLIX (Western Asset Corporate Loan Fund Inc) | NA | -11.35% | -0.07% | 2.32% | 1.01% | -0.24% | -0.29% | … | … |
Data as of 01/28/2021, Common starting date is 01/13/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XTLIX (Western Asset Corporate Loan Fund Inc) | 01/13/1999 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -11.35 | -0.07 | 2.32 | 1.01 | -0.24 | -0.29 | … | … | 0.00 | -12.44 | 12.62 | -4.28 | 0.42 | 7.02 | -8.67 | 0.17 | 7.56 | 7.03 | -1.46 | 7.61 | 67.84 | -47.90 | -8.60 | -0.21 | -0.42 | 1.98 | 7.06 | -6.46 | -4.21 | -2.65 | 0.33 |
| Sharpe Ratio | NA | -0.98 | -0.17 | 0.18 | 0.09 | NA | NA | … | … | 0.00 | -0.96 | 0.51 | -2.86 | -0.10 | 1.93 | -2.08 | 0.07 | 7.03 | 2.70 | -0.33 | 3.08 | 10.78 | -4.48 | -3.63 | -1.60 | -1.44 | 0.61 | 3.45 | -1.85 | -1.97 | -2.23 | -1.11 |
| Standard Deviation(%) | NA | 13.08 | 8.85 | 7.07 | 5.50 | NA | NA | … | … | NA | 13.10 | 21.86 | 1.96 | 2.18 | 3.52 | 4.19 | 2.14 | 1.07 | 2.61 | 4.53 | 2.44 | 6.28 | 10.86 | 3.22 | 2.20 | 1.80 | 1.69 | 1.84 | 4.08 | 3.37 | 3.01 | 2.59 |
| Draw Down(%) | NA | 29.21 | 29.66 | 29.66 | 29.66 | NA | NA | … | … | 0.00 | 29.66 | 13.63 | 6.62 | 4.30 | 5.72 | 11.93 | 4.82 | 1.29 | 2.51 | 9.16 | 3.97 | 2.38 | 48.85 | 9.69 | 1.93 | 1.66 | 0.97 | 0.57 | 10.37 | 5.48 | 3.67 | 1.50 |
| Yield(%) | 0.00 | 3.65 | 6.75 | 5.31 | 3.77 | 2.19 | 1.61 | … | … | 0.00 | 3.65 | 14.80 | 3.72 | 3.23 | 0.66 | 0.60 | 6.75 | 6.71 | 0.59 | 0.00 | 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 01/28/2021, Common starting date is 01/13/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XTLIX (Western Asset Corporate Loan Fund Inc) |
-21.96%
Dec 2005 – Dec 2008 |
-13.56%
Dec 2003 – Dec 2008 |
-6.24%
Feb 1999 – Feb 2009 |
-1.22%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XTLIX (Western Asset Corporate Loan Fund Inc) |
21.19%
Dec 2008 – Dec 2011 |
15.43%
Dec 2008 – Dec 2013 |
6.79%
Dec 2008 – Dec 2018 |
0.56%
Sep 2004 – Sep 2019 |
Annualized Rolling Returns Comparison Chart