Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GROAX (Legg Mason Partners Dividend Strategy A) | NA | 0.30% | 0.10% | -7.03% | -2.87% | -2.85% | NA | … | … |
Data as of 12/16/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GROAX (Legg Mason Partners Dividend Strategy A) | 06/21/1996 | 12/16/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.32 | 0.30 | 0.10 | -7.03 | -2.87 | -2.85 | NA | … | … | -25.49 | -16.53 | 11.42 | 21.26 | -28.53 | 6.06 | 17.55 | -0.58 | 2.58 | 24.44 | -26.24 | -15.40 | -4.63 | 31.80 | 32.45 | 31.98 | 21.36 |
| Sharpe Ratio | NA | -0.50 | -0.18 | -0.22 | -0.16 | NA | NA | … | … | -0.16 | -0.86 | 0.70 | 0.89 | -0.83 | 0.20 | 1.66 | -0.33 | 0.14 | 1.34 | -1.07 | -0.86 | -0.32 | 1.27 | 1.04 | 0.86 | 2.28 |
| Standard Deviation(%) | NA | 51.01 | 51.01 | 32.22 | 24.48 | NA | NA | … | … | 51.01 | 40.20 | 16.18 | 23.79 | 35.54 | 14.66 | 8.53 | 8.60 | 11.53 | 17.76 | 25.70 | 21.09 | 27.66 | 22.33 | 27.74 | 32.90 | 17.86 |
| Draw Down(%) | NA | 30.79 | 30.79 | 45.63 | 46.43 | NA | NA | … | … | 30.79 | 24.37 | 13.78 | 23.51 | 38.91 | 9.22 | 7.13 | 6.02 | 11.64 | 12.94 | 34.42 | 30.42 | 26.84 | 10.10 | 26.59 | 21.94 | 7.90 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.58 | 2.38 | 2.41 | 5.31 | … | … | 0.00 | 0.00 | 2.36 | 2.42 | 1.85 | 5.76 | 5.99 | 6.42 | 0.37 | 0.77 | 1.01 | 0.00 | 9.07 | 9.93 | 12.89 | 20.95 | 10.60 |
Data as of 12/16/2014, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GROAX (Legg Mason Partners Dividend Strategy A) |
-18.42%
Mar 2000 – Mar 2003 |
-7.63%
Aug 2000 – Aug 2005 |
-3.79%
Aug 2004 – Aug 2014 |
2.35%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GROAX (Legg Mason Partners Dividend Strategy A) |
34.81%
Mar 1997 – Mar 2000 |
20.13%
Jul 1996 – Jul 2001 |
8.92%
Jul 1996 – Jul 2006 |
3.60%
Aug 1999 – Aug 2014 |
Annualized Rolling Returns Comparison Chart