Skip to content

Overview

Western Asset logo

Performance

  • Discrete Annual Performance
  • Cumulative Performance
  • Annualised Performance
  • Calendar Year Performance
  • Risk Measures

Discrete Annual Performance




Cumulative Performance


Annualised Performance



Calendar Year Performance


Risk Measures

Risk Measures

 As of 28/02/2026
Measured against: Bloomberg U.S. Corporate High Yield - 2% Issuer Cap (CH)
Statistics 1 Year 3 Years 5 Years
Alpha -0.38 -1.36-1.53
Beta 1.15 1.031.01
R-Squared 0.93 0.880.94
Historical Tracking Error 0.90 1.591.72
Information Ratio 0.04 -0.84-0.92
Upside Capture Ratio 112.09 93.5088.61
Downside Capture Ratio 151.37 124.50106.95
Standard Deviation (%) 1 Year 3 Years 5 Years
E EUR ACC H 3.08 4.617.07
Sharpe Ratio (%) 1 Year 3 Years 5 Years
E EUR ACC H 0.92 0.62-0.09

Portfolio

Loading...

Portfolio Allocations

Geographic Allocation

As of 28/02/2026 Market Value % of Total Updated Monthly

Chart

Bar chart with 2 data series.
The chart has 1 X axis displaying categories.
The chart has 1 Y axis displaying values. Data ranges from 0.0698 to 86.8203.
End of interactive chart.
Fund Benchmark
United States 79.49% 86.82%
Canada 5.80% 3.99%
United Kingdom 3.62% 2.16%
France 1.93% 0.90%
Israel 1.77% —
Others 1.03% 2.42%
Germany 0.89% 0.63%
Switzerland 0.86% 0.25%
Ireland 0.77% 0.25%
Hong Kong 0.63% 0.32%
Luxembourg 0.61% 0.64%
Spain 0.61% 0.07%
Cash & Cash Equivalents 1.99% —

Portfolio Holdings

Top Fixed Income Securities

As of 28/02/2026 Updated Monthly

Chart

Bar chart with 10 bars.
The chart has 1 X axis displaying categories.
The chart has 1 Y axis displaying values. Data ranges from 0.97066 to 2.28963.
End of interactive chart.
Fund
MCCLATCHY MEDIA CO LLC 11.0000% Mat 12/01/2031 2.29%
VENTURE GLOBAL PLAQUE 6.7500% Mat 01/15/2036 1.29%
ECHOSTAR CORP 10.7500% Mat 11/30/2029 1.25%
PM GENERAL PURCHASER LLC 9.5000% Mat 10/01/2028 1.12%
BAUSCH HE 6.25% 02/15/29 1.08%
VENTURE GLOBAL LNG INC 9.0000% Mat 03/30/2174 1.07%
TEVA PHARMACEU 8.125 9/31 8.1250% Mat 09/15/2031 1.04%
CCO Holdi 7.375% 02/01/36 1.03%
LLOYDS BANKING GROUP PLC 8.0000% Mat 06/27/2174 1.02%
HSBC Holdings plc 4.6000% Mat 06/17/2174 0.97%

Pricing

No pricing data.

Documents

Documents not Available