Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSAM (Fifth Street Asset Management Inc) | NA | -90.33% | -55.22% | -44.60% | NA | NA | NA | … | … |
Data as of 06/30/2021, Common starting date is 10/31/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSAM (Fifth Street Asset Management Inc) | 10/31/2014 | 06/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 23.30 | -90.33 | -55.22 | -44.60 | NA | NA | NA | … | … | -44.44 | -98.92 | 25.56 | 0.76 | -80.30 | 105.52 | -76.63 | -4.45 |
| Sharpe Ratio | NA | -0.25 | -0.33 | -0.35 | NA | NA | NA | … | … | -0.18 | -0.30 | 0.43 | -0.02 | -0.69 | 1.09 | -1.53 | -0.69 |
| Standard Deviation(%) | NA | 379.97 | 249.42 | 201.41 | NA | NA | NA | … | … | 394.02 | 326.10 | 56.82 | 33.10 | 117.68 | 95.97 | 50.26 | 35.22 |
| Draw Down(%) | NA | 97.44 | 99.44 | 99.88 | NA | NA | NA | … | … | 77.78 | 99.22 | 31.43 | 26.62 | 84.02 | 63.71 | 76.88 | 16.16 |
| Yield(%) | 73.50 | 5.76 | 30.17 | 21.26 | 3.63 | 2.42 | 1.82 | … | … | 81.67 | 70.66 | 0.00 | 0.00 | 41.37 | 11.87 | 5.89 | 0.00 |
Data as of 06/30/2021, Common starting date is 10/31/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSAM (Fifth Street Asset Management Inc) |
-59.68%
Dec 2017 – Dec 2020 |
-45.09%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSAM (Fifth Street Asset Management Inc) |
12.73%
Jan 2016 – Jan 2019 |
-4.11%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart