See what your fund actually adds
Western Asset SMASh Series Core Plus Completion Fund LMECX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LMECX | Replication |
|---|---|---|
| Annualized growth | -4.8% | 0.6% |
| Annualized volatility | 9.6% | 7.8% |
| Sharpe ratio | -0.47 | 0.11 |
| Maximum drawdown | 36.3% | 24.5% |
| Replication fit (R²) | 0.80 · Tracking error 4.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model LMECX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EMLC | FI · EM Local Currency | 29.7% |
| VWOB | FI · EM Bonds USD | 27.2% |
| VCLT | FI · Long Corp | 24.9% |
| PFF | FI · Preferred | 9.5% |
| SPHY | FI · High Yield | 8.7% |