Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRBBX (Legg Mason WA Core Bond B) | NA | 6.28% | 7.24% | 4.80% | 4.94% | NA | NA | … | … |
Data as of 10/02/2012, Common starting date is 04/02/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRBBX (Legg Mason WA Core Bond B) | 04/02/1998 | 10/02/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.25 | 6.28 | 7.24 | 4.80 | 4.94 | NA | NA | … | … | 5.71 | 5.29 | 9.17 | 14.37 | -10.18 | 3.24 | 8.01 | 1.76 | 4.88 | 7.79 | 9.96 | 8.36 | 10.72 | -6.28 | 4.73 |
| Sharpe Ratio | NA | 2.43 | 2.01 | 0.89 | 0.86 | NA | NA | … | … | 3.16 | 1.48 | 2.13 | 2.80 | -1.46 | 0.06 | 0.95 | -0.17 | 1.34 | 1.84 | 1.56 | 0.80 | 1.00 | -1.28 | 0.62 |
| Standard Deviation(%) | NA | 2.72 | 3.58 | 5.02 | 4.40 | NA | NA | … | … | 2.40 | 3.56 | 4.27 | 5.10 | 7.59 | 3.84 | 4.99 | 2.41 | 2.95 | 3.86 | 5.69 | 7.62 | 6.71 | 7.43 | 5.01 |
| Draw Down(%) | NA | 1.23 | 2.96 | 16.97 | 16.97 | NA | NA | … | … | 1.10 | 1.65 | 2.96 | 4.74 | 16.97 | 2.90 | 2.95 | 2.05 | 2.80 | 3.97 | 3.50 | 5.11 | 7.67 | 7.65 | 4.48 |
| Yield(%) | 0.00 | 2.14 | 3.85 | 3.42 | 4.09 | 4.33 | 3.25 | … | … | 1.07 | 2.31 | 4.86 | 5.73 | 3.13 | 4.08 | 4.48 | 4.55 | 4.85 | 5.01 | 5.61 | 5.94 | 6.42 | 5.19 | 4.13 |
Data as of 10/02/2012, Common starting date is 04/02/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRBBX (Legg Mason WA Core Bond B) |
-1.14%
Nov 2005 – Nov 2008 |
0.63%
Nov 2003 – Nov 2008 |
3.12%
Nov 1998 – Nov 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRBBX (Legg Mason WA Core Bond B) |
11.36%
May 2000 – May 2003 |
8.62%
Jan 2000 – Jan 2005 |
6.16%
May 2000 – May 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart