Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WGMFX (Western Asset Global Multi Sector FI) | NA | 2.21% | 2.90% | NA | NA | NA | NA | … | … |
Data as of 11/19/2014, Common starting date is 08/10/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WGMFX (Western Asset Global Multi Sector FI) | 08/10/2011 | 11/19/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.50 | 2.21 | 2.90 | NA | NA | NA | NA | … | … | 2.05 | -2.81 | 9.18 | 0.10 |
| Sharpe Ratio | NA | 0.53 | 0.74 | NA | NA | NA | NA | … | … | 0.53 | -0.74 | 3.33 | 0.05 |
| Standard Deviation(%) | NA | 4.16 | 3.72 | NA | NA | NA | NA | … | … | 4.35 | 3.86 | 2.76 | 4.75 |
| Draw Down(%) | NA | 4.15 | 7.34 | NA | NA | NA | NA | … | … | 4.15 | 7.34 | 2.05 | 4.42 |
| Yield(%) | 0.00 | 2.72 | 2.42 | 1.44 | 0.72 | 0.48 | 0.36 | … | … | 2.27 | 1.67 | 3.13 | 0.00 |
Data as of 11/19/2014, Common starting date is 08/10/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WGMFX (Western Asset Global Multi Sector FI) |
2.72%
Oct 2011 – Oct 2014 |
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 |
|---|---|---|---|---|
| WGMFX (Western Asset Global Multi Sector FI) |
3.88%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart