Performance

ARES-23.42%TPG-23.83%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
ARES	-1.54%	-32.50%	-23.42%	+5.83%	-45.87%	-0.52
TPG	-1.96%	-35.33%	-23.83%	—	-45.55%	-0.61

Summary

ARES vs TPG

Over the past year, ARES returned -23.42% against -23.83% for TPG. ARES had the higher Sharpe ratio over the past year (-0.52 vs -0.61), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -45.55% for TPG and -45.87% for ARES.

Current Drawdown

ARES-37.03%TPG-38.96%

Rolling Volatility

ARES+1.56%TPG+1.77%

METRICS

Correlation Matrix

	ARES	TPG
ARES	1.00	0.78
TPG	0.78	1.00

Metrics

Risk Indicators

ARESTPG

Alpha

-38.18%

-38.09%

Beta

1.71x

1.49x

Sharpe

-0.52

-0.61

Sortino

-0.71

-0.83

Omega

0.91

0.90

Calmar

-0.51

-0.52

Martin

-0.82

-0.78

Comparisons

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ARES vs XLF
ARES vs SPY
ARES vs KKR
ARES vs BX
ARES vs APO

More TPG comparisons

TPG vs XLF
TPG vs SPY
TPG vs CG
TPG vs KKR
TPG vs BX

ARES vs TPG: returns, Sharpe ratio and drawdown

ARES vs TPG

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