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BRBPX: MANAGED VOLATILITY FUND CLASS N (MUTUAL FUND)
Basic Info
| Asset Class: | Long/Short Equity |
| MyPlanIQ Rating: | (72%) |
| Start Date: | 08/02/2001 |
| Last Dividend Date: | 08/30/2024 |
| 12-Mo. Yield | 10.16% |
| Expenses | 0.95% |
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Performance Analytics (As of 12/13/2024)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -27.8 | -11.5 | -4.7 | -0.6 | 1.5 | 1.4 | 2.0 | -32.4 | 14.7 | -10.3 | 6.8 | 5.5 | 11.9 | -4.0 | 8.2 | 2.4 | 0.2 | 6.0 | 9.3 | 6.5 | 1.9 | 5.4 | 12.4 | -19.2 | 6.6 | 6.7 | 5.1 | 6.0 | 17.2 | -4.1 | -0.2 |
| Sharpe Ratio | NA | -0.75 | -0.56 | -0.32 | -0.13 | NA | NA | 0.06 | -0.87 | 1.33 | -0.99 | 1.33 | 0.4 | 1.96 | -0.66 | 2.85 | 0.4 | 0.02 | 1.28 | 2.4 | 1.14 | 0.18 | 0.56 | 1.11 | -1.01 | 0.46 | 0.59 | 0.55 | 0.83 | 2.44 | -0.36 | -0.24 |
| Draw Down(%) | NA | 37.3 | 37.3 | 37.3 | 37.3 | NA | NA | 37.3 | 37.3 | 2.7 | 11.2 | 2.8 | 11.2 | 3.8 | 11.0 | 1.0 | 4.9 | 6.5 | 4.5 | 1.6 | 4.5 | 12.6 | 8.5 | 11.9 | 27.4 | 5.6 | 3.6 | 3.2 | 5.6 | 5.1 | 12.7 | 8.6 |
| Standard Deviation(%) | NA | 45.7 | 27.4 | 22.2 | 16.2 | NA | NA | 12.9 | 46.4 | 7.9 | 11.8 | 5.1 | 13.2 | 5.3 | 8.0 | 2.7 | 5.6 | 6.2 | 4.7 | 3.8 | 5.7 | 10.8 | 9.5 | 11.1 | 19.9 | 7.9 | 5.7 | 5.3 | 6.0 | 6.8 | 14.7 | 8.8 |
| Treynor Ratio | NA | -64.41 | -0.52 | -0.23 | -0.07 | NA | NA | 0.02 | -164.13 | 0.4 | -0.3 | 0.21 | 0.17 | 0.28 | -0.12 | 0.24 | 0.06 | 0.0 | 0.17 | 0.31 | 0.17 | 0.05 | 0.12 | 0.32 | -0.45 | 0.09 | 0.07 | 0.07 | 0.11 | 0.5 | -0.18 | -0.08 |
| Alpha | NA | -0.12 | -0.06 | -0.04 | -0.02 | NA | NA | -0.01 | -0.15 | 0.02 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | -0.01 | 0.01 | -0.01 | 0.01 | 0.0 | 0.03 | 0.01 | 0.01 |
| Beta | NA | 0.01 | 0.3 | 0.3 | 0.33 | NA | NA | 0.37 | 0.0 | 0.27 | 0.39 | 0.32 | 0.3 | 0.37 | 0.42 | 0.32 | 0.37 | 0.35 | 0.36 | 0.3 | 0.38 | 0.42 | 0.45 | 0.38 | 0.45 | 0.4 | 0.5 | 0.43 | 0.44 | 0.33 | 0.29 | 0.27 |
| RSquared | NA | 0.0 | 0.05 | 0.12 | 0.18 | NA | NA | 0.37 | 0.0 | 0.19 | 0.65 | 0.7 | 0.62 | 0.76 | 0.83 | 0.63 | 0.75 | 0.78 | 0.77 | 0.72 | 0.72 | 0.82 | 0.74 | 0.87 | 0.86 | 0.65 | 0.78 | 0.7 | 0.65 | 0.68 | 0.26 | 0.39 |
| Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 1.5 | 9.1 | 0.3 | 0.0 | 0.0 | 1.1 | 5.9 | 0.6 | 0.4 | 0.0 | 0.1 | 0.3 | 0.4 | 0.6 | 0.9 | 1.4 | 6.7 | 1.4 | 3.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -83.2 | 2572.8 | N/A | N/A | -100.0 | -82.8 | 920.8 | 52.5 | 1375.0 | -77.8 | -47.1 | -33.3 | -25.0 | -28.4 | -30.7 | -84.4 | 403.4 | -59.4 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/17/2001
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