Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UDBI (Legg Mason US Diversified Core ETF) | NA | 5.51% | 11.52% | NA | NA | NA | NA | … | … |
Data as of 03/22/2019, Common starting date is 12/30/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UDBI (Legg Mason US Diversified Core ETF) | 12/30/2015 | 03/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.51 | 11.52 | NA | NA | NA | NA | … | … | 16.99 | -17.50 | 16.60 | 8.29 | -0.99 |
| Sharpe Ratio | NA | -0.17 | 0.41 | NA | NA | NA | NA | … | … | 7.29 | -1.01 | 2.06 | 0.62 | NA |
| Standard Deviation(%) | NA | 19.05 | 14.41 | NA | NA | NA | NA | … | … | 13.86 | 18.69 | 7.78 | 12.96 | 0.00 |
| Draw Down(%) | NA | 22.95 | 22.95 | NA | NA | NA | NA | … | … | 1.99 | 22.95 | 3.26 | 9.97 | 0.99 |
| Yield(%) | 0.00 | 6.53 | 5.25 | 3.13 | 1.56 | 1.04 | 0.78 | … | … | 0.00 | 6.41 | 4.99 | 2.28 | 0.00 |
Data as of 03/22/2019, Common starting date is 12/30/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UDBI (Legg Mason US Diversified Core ETF) |
11.37%
Jan 2016 – Jan 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UDBI (Legg Mason US Diversified Core ETF) |
14.06%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart