Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BSA (BrightSphere Investment Group plc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 02/01/2022, Common starting date is 08/08/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSA (BrightSphere Investment Group plc) | 08/08/2002 | 02/01/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 0.28 | 4.20 | 16.93 | -16.77 | 14.73 | 5.92 | -0.22 | -1.78 | -22.13 | -4.07 | -17.03 | 61.55 | 82.36 | -30.96 | -6.96 | -3.88 | 54.35 | 30.77 | -1.67 | 4.58 |
| Sharpe Ratio | NA | 0.14 | 0.17 | 0.12 | 0.04 | NA | NA | … | … | -2.28 | 0.04 | 0.05 | 1.59 | -1.19 | 1.67 | 0.16 | -0.01 | -0.08 | -1.29 | -0.20 | -0.51 | 1.97 | 2.40 | -0.44 | -0.41 | -0.27 | 2.03 | 1.25 | -0.13 | 0.39 |
| Standard Deviation(%) | NA | 6.18 | 43.17 | 34.37 | 32.40 | NA | NA | … | … | 0.46 | 6.34 | 74.04 | 9.78 | 15.18 | 8.50 | 35.07 | 35.37 | 21.61 | 17.23 | 21.03 | 33.10 | 30.64 | 34.99 | 72.59 | 24.61 | 27.12 | 25.60 | 23.81 | 18.65 | 28.23 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 3.93 | 63.75 | 4.28 | 22.22 | 3.57 | 17.31 | 24.25 | 22.25 | 32.63 | 18.47 | 32.66 | 14.20 | 17.28 | 42.98 | 23.51 | 28.28 | 16.55 | 15.75 | 16.30 | 18.98 |
| Yield(%) | NA | 3.82 | 5.16 | 3.51 | 1.60 | 1.76 | 2.72 | … | … | 0.00 | 5.08 | 5.05 | 6.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/01/2022, Common starting date is 08/08/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSA (BrightSphere Investment Group plc) |
-15.72%
Nov 2010 – Nov 2013 |
-11.05%
Jan 2011 – Jan 2016 |
0.08%
Feb 2006 – Feb 2016 |
4.09%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSA (BrightSphere Investment Group plc) |
35.41%
Jun 2008 – Jun 2011 |
17.43%
Jul 2005 – Jul 2010 |
13.34%
Jan 2003 – Jan 2013 |
9.15%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart
