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ARSOX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ARSOX and ^GSPC is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

ARSOX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aristotle/Saul Global Equity Fund (ARSOX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
625.24%
321.08%
ARSOX
^GSPC

Key characteristics

Returns By Period


ARSOX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

ARSOX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aristotle/Saul Global Equity Fund (ARSOX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
No data
The chart of Calmar ratio for ARSOX, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.0014.000.003.09
ARSOX
^GSPC


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.00
2.10
ARSOX
^GSPC

Drawdowns

ARSOX vs. ^GSPC - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.25%
-2.62%
ARSOX
^GSPC

Volatility

ARSOX vs. ^GSPC - Volatility Comparison

The current volatility for Aristotle/Saul Global Equity Fund (ARSOX) is 0.00%, while S&P 500 (^GSPC) has a volatility of 3.79%. This indicates that ARSOX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.79%
ARSOX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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