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Performance analysis of EMD (Western Asset Emerging Markets Debt Fund)

Annual Return

Over the past 3 years, EMD has had an average annual return of +19.50%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, EMD has had an average annual return of +4.41%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, EMD has had an average annual return of +6.07%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Dec 2, 2003, EMD has had an average annual return of +6.56%, underperforming the benchmark SPY, which returned +11.07% annual.

202620252024202320222021202020192018201720162015
+2.50%+23.38%+16.18%+12.20%-20.80%-0.32%+7.11%+26.59%-13.69%+14.27%+18.29%-4.88%
201420132012201120102009200820072006200520042003
-0.59%-14.94%+23.48%+10.73%+13.74%+53.55%-20.62%+7.83%+8.53%+6.97%+5.49%+0.90%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+3.25%+2.34%-10.21%+12.40%-1.48%-2.43%+2.50%
2025+3.30%+0.58%+1.63%-4.12%+3.85%+5.05%+1.55%+2.82%+1.12%+3.06%+1.78%+0.88%+23.38%
2024+0.07%+0.94%+6.21%-5.26%+4.13%+0.89%+4.88%+2.73%+4.11%-2.91%+2.92%-2.94%+16.18%
2023+5.81%-3.56%-5.25%+1.73%-1.74%+2.83%+5.59%-0.78%-5.71%-1.85%+9.76%+6.09%+12.20%
2022-6.63%-7.37%-0.70%-9.07%+1.47%-8.33%+5.35%+0.21%-12.06%+2.56%+15.10%-0.51%-20.80%
2021-2.53%-2.19%+1.77%+4.01%+2.95%+0.92%+0.29%+0.28%-1.59%+1.10%-3.76%-1.29%-0.32%
2020+2.30%-4.47%-22.60%+3.81%+12.59%+2.73%+5.14%+1.79%-4.38%-1.86%+12.47%+4.41%+7.11%
2019+11.83%+2.65%-1.16%+2.71%-1.59%+6.12%+1.67%-5.40%+3.02%+0.94%+1.81%+2.14%+26.59%
2018+0.18%-4.53%-0.34%-2.00%-3.33%-1.47%+3.77%+0.00789%-0.37%-6.36%-0.65%+0.84%-13.69%
2017+4.05%+3%+0.33%+1.94%+1.22%-0.76%+1.02%+0.65%+1.35%-0.26%-1.22%+2.22%+14.27%

Drawdown analysis of EMD (Western Asset Emerging Markets Debt Fund)

The maximum drawdown for the EMD was -48.11%, occurring on Nov 20, 2008. Recovery took 177 trading sessions.

The current EMD drawdown is -4.41%.

Since Dec 2, 2003 EMD has experienced the following drawdowns:

  • 40% or more: 3 times
  • 30% or more: 3 times
  • 20% or more: 5 times
  • 10% or more: 12 times
DepthStartTo BottomBottomTo RecoverEndTotal
-48.11%Jun 3, 2008120Nov 20, 2008177Aug 6, 2009297
-46.44%Feb 21, 202018Mar 18, 2020191Dec 17, 2020209
-40.44%Sep 2, 2021284Oct 19, 2022490Oct 2, 2024774
-29.53%Mar 12, 2013720Jan 20, 2016315Apr 20, 20171035
-26.07%Jan 27, 200472May 10, 200495Sep 24, 2004167
-18.70%Jan 16, 2018235Dec 20, 2018125Jun 21, 2019360
-13.52%May 29, 200756Aug 16, 200735Oct 5, 200791
-13.33%Feb 18, 202628Mar 30, 2026OngoingOngoingOngoing
-12.47%Sep 2, 201121Oct 4, 201157Dec 23, 201178
-11.83%Mar 25, 202512Apr 10, 202537Jun 4, 202549
-11.04%Feb 8, 200532Mar 28, 2005116Sep 9, 2005148
-10.28%Apr 23, 201020May 21, 201041Jul 21, 201061
-9.98%Nov 5, 201027Dec 15, 2010100May 10, 2011127
-9.74%Aug 3, 20113Aug 8, 201119Sep 2, 201122
-9.14%Oct 8, 200916Oct 30, 200938Dec 24, 200954
-8.95%Feb 22, 200688Jun 28, 200676Oct 16, 2006164
-8.40%Oct 3, 201229Nov 15, 20128Nov 28, 201237
-8.06%Apr 24, 201227Jun 1, 201220Jun 29, 201247
-7.62%Sep 9, 200524Oct 13, 200554Dec 30, 200578
-7.31%Feb 1, 20104Feb 5, 201016Mar 2, 201020
-6.00%Aug 2, 201921Sep 3, 201974Dec 17, 201995
-5.90%Feb 27, 200813Mar 17, 200826Apr 23, 200839
-5.70%Oct 3, 202431Nov 15, 202412Dec 4, 202443
-5.62%Feb 11, 202110Feb 26, 202142Apr 28, 202152
-4.87%Dec 4, 202417Dec 30, 202424Feb 5, 202541