Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BGLBX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS I) | NA | 10.31% | 2.86% | 5.55% | NA | NA | NA | … | … |
Data as of 11/18/2021, Common starting date is 10/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGLBX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS I) | 10/04/2013 | 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 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.31 | 2.86 | 5.55 | NA | NA | NA | … | … | 7.56 | -8.45 | 14.98 | -3.10 | 17.76 | 6.05 | 0.96 | 10.33 | 5.44 |
| Sharpe Ratio | NA | 1.58 | 0.15 | 0.39 | NA | NA | NA | … | … | 1.31 | -0.36 | 2.19 | -0.48 | 3.76 | 0.63 | 0.09 | 1.55 | 4.56 |
| Standard Deviation(%) | NA | 6.49 | 14.95 | 12.35 | NA | NA | NA | … | … | 6.53 | 23.96 | 6.21 | 9.22 | 4.58 | 9.21 | 9.91 | 6.65 | 5.46 |
| Draw Down(%) | NA | 4.44 | 31.03 | 31.03 | NA | NA | NA | … | … | 4.44 | 31.03 | 4.59 | 10.74 | 1.69 | 7.30 | 9.62 | 5.03 | 1.83 |
| Yield(%) | 0.00 | 8.10 | 10.11 | 8.16 | 5.10 | 3.40 | 2.55 | … | … | 0.00 | 7.23 | 5.46 | 20.19 | 4.16 | 2.43 | 0.00 | 1.44 | 0.00 |
Data as of 11/18/2021, Common starting date is 10/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGLBX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS I) |
-0.83%
Jan 2018 – Jan 2021 |
1.64%
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 |
|---|---|---|---|---|
| BGLBX (BMO GLOBAL LOW VOLATILITY EQUITY FUND CLASS I) |
10.24%
Feb 2016 – Feb 2019 |
7.74%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart