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Western Asset SMASh Series TF Fund LSMSX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | LSMSX | Replication |
|---|---|---|
| Annualized growth | -0.1% | -0.4% |
| Annualized volatility | 6.1% | 5.1% |
| Sharpe ratio | 0.01 | -0.05 |
| Maximum drawdown | 14.4% | 12.7% |
| Replication fit (R²) | 0.94 · Tracking error 1.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model LSMSX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 94.4% |
| SPTL | FI · Long Gov | 5.6% |