Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XWMFX (Western Asset Middle Markets Income Fund) | NA | -4.62% | 1.68% | 3.99% | NA | NA | NA | … | … |
Data as of 12/28/2022, Common starting date is 08/28/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XWMFX (Western Asset Middle Markets Income Fund) | 08/28/2014 | 12/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.62 | 1.68 | 3.99 | NA | NA | NA | … | … | -7.19 | 14.74 | -1.46 | 12.89 | 2.60 | 10.81 | 29.12 | -16.01 | -6.74 |
| Sharpe Ratio | NA | -0.86 | 0.13 | 0.43 | NA | NA | NA | … | … | -1.34 | 3.36 | -0.14 | 2.68 | 0.32 | 2.82 | 5.20 | -3.57 | -3.87 |
| Standard Deviation(%) | NA | 7.02 | 8.54 | 7.09 | NA | NA | NA | … | … | 6.50 | 4.38 | 12.52 | 4.25 | 3.77 | 3.62 | 5.56 | 4.49 | 4.78 |
| Draw Down(%) | NA | 11.44 | 27.96 | 27.96 | NA | NA | NA | … | … | 11.44 | 1.41 | 27.96 | 2.24 | 7.32 | 2.20 | 7.38 | 19.79 | 8.77 |
| Yield(%) | 0.00 | 6.59 | 7.23 | 8.28 | 6.09 | 4.06 | 3.05 | … | … | 5.31 | 5.60 | 10.31 | 12.83 | 9.35 | 13.41 | 13.17 | 9.87 | 1.85 |
Data as of 12/28/2022, Common starting date is 08/28/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XWMFX (Western Asset Middle Markets Income Fund) |
-2.51%
Mar 2017 – Mar 2020 |
1.28%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XWMFX (Western Asset Middle Markets Income Fund) |
17.96%
Feb 2016 – Feb 2019 |
12.15%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart