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ISIN
US18469P2092
CUSIP
18469P209
Inception Date
Jun 10, 2011
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

EMO Performance Chart

ClearBridge Energy Midstream Opportunity Fund (EMO) is up 14.9% since the beginning of the year. EMO is currently trading at $49 per share. Investors who bought $1,000 worth of EMO shares 5 years ago would now be looking at an investment worth $3,210.


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S&P 500 Index

Returns By Period

ClearBridge Energy Midstream Opportunity Fund (EMO) has returned 14.85% so far this year and 18.20% over the past 12 months. Over the last ten years, EMO has returned 7.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


ClearBridge Energy Midstream Opportunity Fund

1D
1.35%
1M
-4.83%
YTD
14.85%
6M
16.60%
1Y
18.20%
3Y*
31.92%
5Y*
26.27%
10Y*
7.02%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMO Monthly Returns History

Based on dividend-adjusted daily data since Jun 14, 2011, EMO's average daily return is +0.05%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +90.0%, while the worst month was Mar 2020 at -79.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EMO closed higher 51% of trading days. The best single day was Mar 20, 2020 with a return of +36.3%, while the worst single day was Mar 18, 2020 at -51.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.69%7.22%2.78%-1.29%-3.63%-0.12%14.85%
20256.81%0.62%1.24%-7.37%2.43%4.34%0.56%2.50%-5.06%-4.46%7.90%-1.17%7.38%
20242.78%5.54%9.20%-0.05%5.59%-2.32%-2.60%3.68%3.94%1.52%19.55%-7.14%44.45%
20238.04%-1.57%-5.55%0.11%-2.64%10.55%7.57%-0.27%1.02%-1.83%13.06%1.22%31.76%
202214.15%3.87%10.59%-2.02%10.21%-21.06%19.10%3.59%-12.64%21.08%2.24%-6.01%40.13%
20218.94%17.96%10.34%6.00%13.72%4.25%-7.46%0.10%4.20%9.89%-8.35%0.88%74.70%

Benchmark Metrics

ClearBridge Energy Midstream Opportunity Fund has an annualized alpha of -1.42%, beta of 0.99, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since June 14, 2011.

  • This fund participated in 162.74% of S&P 500 Index downside but only 126.85% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.20 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.42%
Beta
0.99
0.20
Upside Capture
126.85%
Downside Capture
162.74%

Expense Ratio

EMO has a high expense ratio of 13.90%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EMO ranks 18 for risk / return — in the bottom 18% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EMO Risk / Return Rank: 1818
Overall Rank
EMO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 1717
Sortino Ratio Rank
EMO Omega Ratio Rank: 1818
Omega Ratio Rank
EMO Calmar Ratio Rank: 2424
Calmar Ratio Rank
EMO Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ClearBridge Energy Midstream Opportunity Fund (EMO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

1.68

2.78

-1.10

Martin ratioReturn relative to average drawdown

3.56

12.44

-8.88

Dividends

Dividend History

ClearBridge Energy Midstream Opportunity Fund provided a 8.69% dividend yield over the last twelve months, with an annual payout of $4.30 per share. The fund has been increasing its distributions for 4 consecutive years.


6.00%8.00%10.00%12.00%14.00%16.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.30$4.20$3.26$2.32$1.88$1.43$2.08$4.51$6.27$6.27$6.27$7.37

Dividend yield

8.69%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%

Monthly Dividends

The table displays the monthly dividend distributions for ClearBridge Energy Midstream Opportunity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.36$0.36$0.36$0.36$0.36$0.00$1.80
2025$0.32$0.32$0.35$0.35$0.35$0.35$0.35$0.35$0.36$0.36$0.36$0.36$4.20
2024$0.00$0.66$0.00$0.00$0.66$0.00$0.00$0.66$0.32$0.32$0.32$0.32$3.26
2023$0.00$0.52$0.00$0.00$0.53$0.00$0.00$0.64$0.00$0.00$0.64$0.00$2.32
2022$0.00$0.38$0.00$0.00$0.49$0.00$0.00$0.50$0.00$0.00$0.51$0.00$1.88
2021$0.00$0.32$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$1.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the ClearBridge Energy Midstream Opportunity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ClearBridge Energy Midstream Opportunity Fund was 95.06%, occurring on Mar 18, 2020. Recovery took 1215 trading sessions.

The current ClearBridge Energy Midstream Opportunity Fund drawdown is 7.40%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-95.06%Mar 2020
5y 6mo4y 10mo
10y 4moSep 2014 - Jan 2025
2011 bear market2011
-22.28%Oct 2011
2mo 8d4mo 9d
6mo 17dJul 2011 - Feb 2012
2025 selloff2025
-18.81%Apr 2025
5d4mo 23d
4mo 28dApr 2025 - Aug 2025
2012 correction2012
-13.19%Nov 2012
1mo 11d1mo 18d
2mo 29dOct 2012 - Jan 2013
2013 correction2013
-11.04%Jun 2013
8d11mo 6d
11mo 14dMay 2013 - May 2014

Drawdown Indicators


EMOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-95.06%

-56.78%

-38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-9.10%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-18.90%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.59%

-25.43%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

-33.92%

-59.10%

Current Drawdown

Current decline from peak

-7.40%

-1.80%

-5.60%

Average Drawdown

Average peak-to-trough decline

-31.88%

-10.71%

-21.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

2.03%

+3.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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