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USA vs. ASG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

USA vs. ASG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty All-Star Equity Fund (USA) and Liberty All-Star Growth (ASG). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%JuneJulyAugustSeptemberOctoberNovember
3,111.55%
2,032.38%
USA
ASG

Returns By Period

In the year-to-date period, USA achieves a 23.77% return, which is significantly higher than ASG's 17.19% return. Over the past 10 years, USA has outperformed ASG with an annualized return of 12.71%, while ASG has yielded a comparatively lower 11.31% annualized return.


USA

YTD

23.77%

1M

0.11%

6M

10.15%

1Y

28.61%

5Y (annualized)

12.71%

10Y (annualized)

12.71%

ASG

YTD

17.19%

1M

0.66%

6M

12.25%

1Y

25.76%

5Y (annualized)

8.02%

10Y (annualized)

11.31%

Fundamentals


USAASG

Key characteristics


USAASG
Sharpe Ratio2.051.60
Sortino Ratio2.782.18
Omega Ratio1.351.28
Calmar Ratio1.640.63
Martin Ratio13.629.62
Ulcer Index2.10%2.57%
Daily Std Dev13.97%15.47%
Max Drawdown-69.06%-63.67%
Current Drawdown-2.17%-23.69%

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Correlation

-0.50.00.51.00.5

The correlation between USA and ASG is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

USA vs. ASG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and Liberty All-Star Growth (ASG). 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
The chart of Sharpe ratio for USA, currently valued at 2.05, compared to the broader market-4.00-2.000.002.002.051.60
The chart of Sortino ratio for USA, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.782.18
The chart of Omega ratio for USA, currently valued at 1.35, compared to the broader market0.501.001.502.001.351.28
The chart of Calmar ratio for USA, currently valued at 1.64, compared to the broader market0.002.004.006.001.640.63
The chart of Martin ratio for USA, currently valued at 13.62, compared to the broader market0.0010.0020.0030.0013.629.62
USA
ASG

The current USA Sharpe Ratio is 2.05, which is comparable to the ASG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of USA and ASG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.05
1.60
USA
ASG

Dividends

USA vs. ASG - Dividend Comparison

USA's dividend yield for the trailing twelve months is around 9.97%, more than ASG's 8.29% yield.


TTM20232022202120202019201820172016201520142013
USA
Liberty All-Star Equity Fund
9.97%9.56%12.11%9.67%9.26%9.88%12.81%9.01%9.43%9.66%6.61%5.94%
ASG
Liberty All-Star Growth
8.29%8.14%10.14%11.33%7.68%7.08%10.48%7.58%11.48%16.81%6.40%5.52%

Drawdowns

USA vs. ASG - Drawdown Comparison

The maximum USA drawdown since its inception was -69.06%, which is greater than ASG's maximum drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for USA and ASG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.17%
-23.69%
USA
ASG

Volatility

USA vs. ASG - Volatility Comparison

The current volatility for Liberty All-Star Equity Fund (USA) is 4.36%, while Liberty All-Star Growth (ASG) has a volatility of 6.60%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than ASG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.36%
6.60%
USA
ASG

Financials

USA vs. ASG - Financials Comparison

This section allows you to compare key financial metrics between Liberty All-Star Equity Fund and Liberty All-Star Growth. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items