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Western Asset SMASh Series C Fund LMLCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LMLCX | Replication |
|---|---|---|
| Annualized growth | 2.9% | -0.7% |
| Annualized volatility | 8.6% | 7.8% |
| Sharpe ratio | 0.37 | -0.06 |
| Maximum drawdown | 10.9% | 24.0% |
| Replication fit (R²) | 0.77 · Tracking error 4.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model LMLCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCLT | FI · Long Corp | 41.6% |
| MUB | FI · Municipal | 34.6% |
| VWOB | FI · EM Bonds USD | 19.1% |
| XLF | Sector · Financials | 4.7% |