C000066227 Performance — ClearBridge All Cap Value Fund, Class IS
Data updated: 2024-08-26
C000066227 returned +18.95% over one year to Jun 2024. Annualised returns are +7.02% over 3 years and +9.29% over 5 years. The fund beat its US Multi-Cap Value category average: $100 invested three years ago grew to $123, against $115 for the category, and to $119 over one year, against $113. Volatility over the past three years was 17.67% a year. In the 12 months to Jun 2024 the fund took in a net $106.6M, and assets reached $1.58B.
C000066227 Growth of $100
What $100 invested in ClearBridge All Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | C000066227 | Category average |
|---|---|---|
| 1 year (Jul 2023 – Jun 2024) | $119 | $113 |
| 3 years (Jul 2021 – Jun 2024) | $123 | $115 |
| 5 years (Jul 2019 – Jun 2024) | $156 | $150 |
C000066227 Trailing Returns
Total returns to Jun 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +18.95% |
| 3 years (annualised) | +7.02% |
| 5 years (annualised) | +9.29% |
C000066227 Annual Returns
Calendar-year total returns of ClearBridge All Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jun) | +10.58% |
| 2023 | +14.39% |
| 2022 | −7.40% |
| 2021 | +26.56% |
| 2020 | −0.69% |
| 2019 (Jul–Dec) | +5.92% |
C000066227 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 | −0.8% | +5.0% | +7.3% | −3.7% | +3.7% | −0.9% | — | — | — | — | — | — |
| 2023 | +6.1% | −2.6% | −4.5% | +1.9% | −1.9% | +7.6% | +4.2% | −2.1% | −3.3% | −3.4% | +7.4% | +5.0% |
| 2022 | −1.9% | +1.3% | +2.2% | −5.1% | +2.9% | −11.3% | +6.5% | −1.6% | −9.4% | +11.1% | +5.3% | −5.2% |
| 2021 | −0.3% | +7.3% | +7.0% | +3.9% | +3.7% | −2.1% | −0.4% | +2.0% | −2.9% | +3.2% | −3.7% | +6.8% |
| 2020 | −5.1% | −9.6% | −20.6% | +11.7% | +3.3% | +1.0% | +4.3% | +3.5% | −3.5% | −0.5% | +13.6% | +6.3% |
| 2019 | — | — | — | — | — | — | −0.1% | −3.8% | +3.7% | +0.8% | +3.8% | +1.6% |
C000066227 Risk
Risk measures from monthly returns over Jul 2021 – Jun 2024.
- 3-year volatility (annualised): 17.67%
- 3-year Sharpe ratio: 0.14 (vs 4.5% risk-free rate)
- Best month: +11.13% (Oct 2022)
- Worst month: −11.28% (Jun 2022)
C000066227 Fund Flows
Monthly money in and out of ClearBridge All Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: $106.6M
- 12-month gross sales (incl. reinvestments): $117.2M
- Sales ÷ redemptions: 11.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2024 | $3.3M | $13.8M | −$10.5M |
| May 2024 | $4.9M | $15.9M | −$10.9M |
| Apr 2024 | $5.6M | $16.9M | −$11.3M |
| Mar 2024 | $4.2M | $16.6M | −$12.4M |
| Feb 2024 | $4.3M | $16.9M | −$12.6M |
| Jan 2024 | $4.2M | $15.8M | −$11.5M |
| Dec 2023 | $70.2M | −$19.8M | $90.0M |
| Nov 2023 | $4.4M | −$13.8M | $18.3M |
| Oct 2023 | $3.9M | −$12.2M | $16.0M |
| Sep 2023 | $5.3M | −$14.9M | $20.2M |
| Aug 2023 | $3.1M | −$12.7M | $15.8M |
| Jul 2023 | $3.8M | −$11.7M | $15.5M |
C000066227 Assets Under Management
Net assets of ClearBridge All Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-06-28 | $1.58B |
| 2024-03-28 | $1.63B |
| 2023-12-29 | $1.50B |
| 2023-09-29 | $1.41B |
| 2023-06-30 | $1.45B |
| 2023-03-31 | $1.38B |
| 2022-12-30 | $1.42B |
| 2022-09-30 | $1.31B |
| 2022-06-30 | $1.41B |
| 2022-03-31 | $1.65B |
| 2021-12-31 | $1.65B |
| 2021-09-30 | $1.59B |
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.