C000044873 Performance — ClearBridge Small Cap Value Fund, Class C
Data updated: 2024-08-26
C000044873 returned +4.80% over one year to Jun 2024. Annualised returns are +0.37% over 3 years and +5.32% over 5 years. Against its US Small Growth category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $101, against $89 for the category, and to $105 over one year, against $109. Volatility over the past three years was 22.61% a year. In the 12 months to Jun 2024 the fund took in a net $11.2M, and assets reached $109.25M.
C000044873 Growth of $100
What $100 invested in ClearBridge Small Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Small Growth category average over the same months.
| Period | C000044873 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $105 | $109 |
| 3 years (Jul 2021 – Jun 2024) | $101 | $89 |
| 5 years (Jul 2019 – Jun 2024) | $130 | $142 |
C000044873 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.80% |
| 3 years (annualised) | +0.37% |
| 5 years (annualised) | +5.32% |
C000044873 Annual Returns
Calendar-year total returns of ClearBridge Small Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | −2.61% |
| 2023 | +13.70% |
| 2022 | −12.74% |
| 2021 | +30.87% |
| 2020 | −5.91% |
| 2019 (Jul–Dec) | +8.90% |
C000044873 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −3.9% | +2.0% | +5.2% | −6.6% | +3.2% | −2.0% | — | — | — | — | — | — |
| 2023 | +10.4% | −2.2% | −8.4% | −1.3% | −0.3% | +8.6% | +6.9% | −3.2% | −5.8% | −6.7% | +6.0% | +11.6% |
| 2022 | −3.3% | +1.4% | +0.7% | −6.2% | +3.1% | −12.6% | +10.8% | −4.5% | −11.2% | +13.8% | +4.1% | −5.9% |
| 2021 | +1.8% | +11.4% | +6.0% | +3.0% | +3.0% | −2.0% | −3.6% | +2.6% | −1.3% | +5.4% | −3.9% | +5.8% |
| 2020 | −7.7% | −10.3% | −27.8% | +14.9% | +3.3% | +1.2% | +4.2% | +3.6% | −6.3% | +2.2% | +18.9% | +6.5% |
| 2019 | — | — | — | — | — | — | +0.2% | −6.0% | +4.6% | +1.8% | +3.4% | +5.0% |
C000044873 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 22.61%
- 3-year Sharpe ratio: -0.18 (vs 4.5% risk-free rate)
- Best month: +13.77% (Oct 2022)
- Worst month: −12.57% (Jun 2022)
C000044873 Fund Flows
Monthly money in and out of ClearBridge Small Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: $11.2M
- 12-month gross sales (incl. reinvestments): $11.5M
- Sales ÷ redemptions: 49.71×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $610K | $1.5M | −$870K |
| May 2024 | $1.3M | $1.7M | −$392K |
| Apr 2024 | $729K | $1.5M | −$757K |
| Mar 2024 | $629K | $1.7M | −$1.1M |
| Feb 2024 | $709K | $1.7M | −$962K |
| Jan 2024 | $1.2M | $1.9M | −$700K |
| Dec 2023 | $2.1M | −$1.8M | $3.9M |
| Nov 2023 | $795K | −$1.7M | $2.5M |
| Oct 2023 | $1.1M | −$1.8M | $2.9M |
| Sep 2023 | $780K | −$1.5M | $2.3M |
| Aug 2023 | $792K | −$2.0M | $2.8M |
| Jul 2023 | $700K | −$948K | $1.6M |
C000044873 Assets Under Management
Net assets of ClearBridge Small Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-28 | $109.25M |
| 2024-03-28 | $117.49M |
| 2023-12-29 | $116.59M |
| 2023-09-29 | $107.59M |
| 2023-06-30 | $112.34M |
| 2023-03-31 | $107.07M |
| 2022-12-30 | $108.86M |
| 2022-09-30 | $105.17M |
| 2022-06-30 | $113.09M |
| 2022-03-31 | $134.60M |
| 2021-12-31 | $135.84M |
| 2021-09-30 | $127.35M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.