Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BSIG (Brightsphere Investment Group Inc) | NA | 40.34% | 1.14% | 21.68% | NA | NA | NA | … | … |
Data as of 12/31/2024, Common starting date is 03/29/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BSIG (Brightsphere Investment Group Inc) | 03/29/2018 | 12/31/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.30 | 40.34 | 1.14 | 21.68 | NA | NA | NA | … | … | 37.70 | -6.72 | -19.45 | 33.00 | 93.85 | -0.87 | -30.67 |
| Sharpe Ratio | NA | 1.07 | -0.09 | 0.41 | NA | NA | NA | … | … | 1.07 | -0.37 | -0.52 | 0.99 | 1.17 | -0.07 | -1.34 |
| Standard Deviation(%) | NA | 29.19 | 33.27 | 46.39 | NA | NA | NA | … | … | 29.19 | 29.57 | 39.95 | 33.47 | 79.38 | 32.98 | 29.79 |
| Draw Down(%) | NA | 17.72 | 42.59 | 65.41 | NA | NA | NA | … | … | 17.72 | 41.05 | 42.59 | 19.21 | 65.41 | 42.52 | 36.69 |
| Yield(%) | 0.00 | 0.21 | 0.16 | 0.76 | 0.69 | 0.46 | 0.35 | … | … | 0.21 | 0.20 | 0.16 | 0.21 | 2.33 | 3.58 | 1.90 |
Data as of 12/31/2024, Common starting date is 03/29/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSIG (Brightsphere Investment Group Inc) |
-3.98%
Oct 2021 – Oct 2024 |
7.42%
Nov 2018 – Nov 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BSIG (Brightsphere Investment Group Inc) |
54.86%
Mar 2020 – Mar 2023 |
27.59%
Nov 2019 – Nov 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart