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BRBPX: MANAGED VOLATILITY FUND CLASS N (MUTUAL FUND)
Basic Info 16.58 0.03(0.18%) April 19
Asset Class: | Long/Short Equity |
MyPlanIQ Rating: | (72%) |
Start Date: | 08/02/2001 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 2.84% |
Expenses | 0.95% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/03/2001 |
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(%) | -0.4 | 1.8 | 9.3 | 3.9 | 6.0 | 4.7 | 5.7 | 4.2 | 4.3 | 11.5 | -5.1 | 8.0 | 10.6 | 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 | 1.16 | 0.68 | 0.23 | 0.51 | 0.51 | NA | NA | 0.38 | 0.79 | -0.65 | 1.56 | 0.82 | 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 | 1.1 | 5.4 | 10.8 | 11.2 | 11.2 | NA | NA | 28.1 | 5.4 | 10.8 | 2.5 | 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 | 3.8 | 9.0 | 8.2 | 8.8 | 7.4 | NA | NA | 8.9 | 9.2 | 9.9 | 5.1 | 12.5 | 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 | 0.18 | 0.27 | 0.06 | 0.14 | 0.11 | NA | NA | 0.09 | 0.3 | -0.18 | 0.26 | 0.31 | 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 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.01 | 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 | 0.24 | 0.22 | 0.33 | 0.33 | 0.34 | NA | NA | 0.38 | 0.24 | 0.36 | 0.31 | 0.33 | 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 | 0.54 | 0.08 | 0.47 | 0.63 | 0.67 | NA | NA | 0.68 | 0.12 | 0.78 | 0.64 | 0.83 | 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 | 0.0 | 5.7 | 4.1 | 4.0 | 3.0 | 3.1 | 2.6 | N/A | 6.0 | 5.6 | 1.1 | 5.0 | 1.1 | 5.9 | 0.6 | 0.4 | 0.0 | 0.2 | 0.2 | 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 | -100.0 | -6.1 | 12.4 | 176.1 | 119.3 | N/A | N/A | N/A | -6.1 | 444.4 | -76.6 | 381.2 | -82.6 | 922.2 | 50.0 | N/A | -100.0 | -33.3 | -40.0 | -28.6 | -30.0 | -28.6 | -84.1 | 417.6 | -60.5 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/03/2001
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