Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMABX (Legg Mason WA Massachusetts Muni B) | NA | 8.75% | 6.04% | 4.98% | 4.17% | 4.32% | NA | … | … |
Data as of 12/18/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMABX (Legg Mason WA Massachusetts Muni B) | 06/21/1996 | 12/18/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | 8.75 | 6.04 | 4.98 | 4.17 | 4.32 | NA | … | … | 8.08 | 10.43 | -0.18 | 18.34 | -9.90 | 2.59 | 5.41 | 1.54 | 2.70 | 4.57 | 8.42 | 5.48 | 11.62 | -6.78 | 5.40 | 9.58 | 6.15 |
| Sharpe Ratio | NA | 3.88 | 1.78 | 1.07 | 0.90 | NA | NA | … | … | 3.68 | 2.82 | -0.07 | 5.11 | -1.55 | -0.22 | 1.45 | -0.49 | 0.91 | 2.04 | 2.79 | 1.22 | 2.91 | -3.50 | 0.75 | -14.58 | 2.08 |
| Standard Deviation(%) | NA | 2.26 | 3.35 | 4.42 | 3.36 | NA | NA | … | … | 2.27 | 3.69 | 3.83 | 3.57 | 6.97 | 1.99 | 1.47 | 1.29 | 1.92 | 1.90 | 2.62 | 2.62 | 2.61 | 2.86 | 2.77 | 3.12 | 4.08 |
| Draw Down(%) | NA | 1.21 | 8.54 | 14.57 | 14.57 | NA | NA | … | … | 1.21 | 3.70 | 6.78 | 2.38 | 14.57 | 1.65 | 0.70 | 0.59 | 2.44 | 1.93 | 3.28 | 3.64 | 3.41 | 8.11 | 2.49 | 2.45 | 2.17 |
| Yield(%) | 0.00 | 3.35 | 3.57 | 3.52 | 3.64 | 3.94 | 3.57 | … | … | 3.04 | 3.79 | 3.63 | 4.21 | 3.33 | 3.32 | 3.89 | 3.82 | 3.99 | 4.38 | 4.87 | 4.67 | 4.89 | 4.12 | 5.78 | 5.75 | 2.86 |
Data as of 12/18/2012, 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 |
|---|---|---|---|---|
| SMABX (Legg Mason WA Massachusetts Muni B) |
-0.86%
Dec 2005 – Dec 2008 |
0.32%
Dec 2003 – Dec 2008 |
2.37%
Dec 1998 – Dec 2008 |
4.22%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMABX (Legg Mason WA Massachusetts Muni B) |
9.26%
Dec 2008 – Dec 2011 |
6.86%
Jan 2000 – Jan 2005 |
5.05%
Jan 2000 – Jan 2010 |
4.57%
Jan 1997 – Jan 2012 |
Annualized Rolling Returns Comparison Chart