Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPBLX (Legg Mason Cap Mgmt All Cap C) | NA | 23.46% | 11.99% | 19.86% | 2.65% | NA | NA | … | … |
Data as of 12/19/2013, Common starting date is 07/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPBLX (Legg Mason Cap Mgmt All Cap C) | 07/07/2000 | 12/19/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.46 | 11.99 | 19.86 | 2.65 | NA | NA | … | … | 23.92 | 13.99 | -1.66 | 14.58 | 53.53 | -51.48 | -12.77 | 12.78 | 4.74 | 4.31 | 33.11 | -29.10 | -17.41 | -13.07 |
| Sharpe Ratio | NA | 2.29 | 0.66 | 0.82 | 0.06 | NA | NA | … | … | 2.44 | 0.97 | -0.06 | 0.66 | 1.43 | -0.98 | -0.85 | 0.90 | 0.25 | 0.28 | 1.81 | -1.08 | -0.72 | -0.98 |
| Standard Deviation(%) | NA | 10.24 | 18.27 | 24.27 | 25.82 | NA | NA | … | … | 10.11 | 14.49 | 26.10 | 22.00 | 37.32 | 53.16 | 18.68 | 10.62 | 10.43 | 11.99 | 17.95 | 27.91 | 27.78 | 29.86 |
| Draw Down(%) | NA | 4.33 | 24.13 | 32.96 | 71.19 | NA | NA | … | … | 4.33 | 13.41 | 24.13 | 17.52 | 32.96 | 64.34 | 22.21 | 9.29 | 7.06 | 12.01 | 12.24 | 36.85 | 36.17 | 23.16 |
| Yield(%) | 0.00 | 0.00 | 0.15 | 0.16 | 0.04 | 0.02 | 0.01 | … | … | 0.00 | 0.44 | 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 12/19/2013, Common starting date is 07/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPBLX (Legg Mason Cap Mgmt All Cap C) |
-27.71%
Feb 2006 – Feb 2009 |
-16.11%
Feb 2004 – Feb 2009 |
-6.97%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPBLX (Legg Mason Cap Mgmt All Cap C) |
33.65%
Feb 2009 – Feb 2012 |
20.83%
Nov 2008 – Nov 2013 |
4.71%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart