SHAPX vs. ^GSPC

In the year-to-date period, SHAPX achieves a 0.52% return, which is significantly higher than ^GSPC's -1.34% return. Over the past 10 years, SHAPX has underperformed ^GSPC with an annualized return of 6.07%, while ^GSPC has yielded a comparatively higher 10.68% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current SHAPX Sharpe Ratio is 0.12, which is lower than the ^GSPC Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SHAPX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SHAPX drawdown since its inception was -81.35%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SHAPX and ^GSPC.

The current volatility for ClearBridge Appreciation Fund (SHAPX) is 3.64%, while S&P 500 (^GSPC) has a volatility of 4.37%. This indicates that SHAPX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.