Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BAEGX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS A) | NA | 10.10% | 2.62% | 5.28% | NA | NA | NA | … | … |
Data as of 11/18/2021, Common starting date is 05/28/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BAEGX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS A) | 05/28/2014 | 11/18/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.10 | 2.62 | 5.28 | NA | NA | NA | … | … | 7.33 | -8.69 | 14.76 | -3.36 | 17.51 | 5.77 | 0.97 | 3.58 |
| Sharpe Ratio | NA | 1.56 | 0.13 | 0.37 | NA | NA | NA | … | … | 1.28 | -0.37 | 2.17 | -0.51 | 3.66 | 0.61 | 0.10 | 0.93 |
| Standard Deviation(%) | NA | 6.45 | 14.92 | 12.33 | NA | NA | NA | … | … | 6.48 | 23.94 | 6.15 | 9.20 | 4.63 | 9.12 | 9.85 | 6.49 |
| Draw Down(%) | NA | 4.39 | 31.01 | 31.01 | NA | NA | NA | … | … | 4.39 | 31.01 | 4.70 | 10.86 | 1.77 | 7.30 | 9.64 | 5.22 |
| Yield(%) | 0.00 | 8.18 | 10.12 | 8.08 | 4.48 | 2.99 | 2.24 | … | … | 0.00 | 7.28 | 5.48 | 20.13 | 3.98 | 2.23 | 0.00 | 1.14 |
Data as of 11/18/2021, Common starting date is 05/28/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAEGX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS A) |
-1.05%
Jan 2018 – Jan 2021 |
1.43%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BAEGX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS A) |
9.98%
Feb 2016 – Feb 2019 |
6.84%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart