Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BLGFX (Bmo Lgm Fro Mk Y) | NA | -28.40% | -24.00% | -11.90% | NA | NA | NA | -9.69% |
Data as of 08/04/2021, AR inception is 12/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BLGFX (Bmo Lgm Fro Mk Y) | 12/19/2013 | 08/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -28.40 | -24.00 | -11.90 | NA | NA | NA | -9.69 | -29.71 | -24.80 | -5.24 | -14.84 | 23.07 | 9.91 | -10.52 | -6.23 | 1.20 |
| Sharpe Ratio | NA | -1.52 | -1.59 | -0.98 | NA | NA | NA | -0.81 | -1.93 | -1.41 | -0.84 | -1.87 | 3.75 | 1.12 | -1.22 | -0.77 | 11.87 |
| Standard Deviation(%) | NA | 18.72 | 15.73 | 12.94 | NA | NA | NA | 11.64 | 23.38 | 17.75 | 7.92 | 8.67 | 6.01 | 8.59 | 8.63 | 8.08 | 4.54 |
| Draw Down(%) | NA | 32.07 | 56.47 | 60.39 | NA | NA | NA | 60.39 | 30.37 | 32.40 | 15.29 | 22.31 | 2.98 | 10.39 | 12.21 | 16.95 | 0.00 |
| Yield(%) | 0.00 | 0.89 | 1.27 | 1.18 | 0.82 | 0.55 | 0.41 | 1.17 | 0.00 | 0.66 | 1.72 | 1.75 | 0.52 | 0.89 | 1.44 | 1.59 | 0.00 |
Data as of 08/04/2021, AR inception is 12/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BLGFX (Bmo Lgm Fro Mk Y) |
-24.61%
May 2018 - May 2021 |
-11.88%
Jul 2016 - Jul 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BLGFX (Bmo Lgm Fro Mk Y) |
10.48%
Mar 2015 - Mar 2018 |
0.87%
Jan 2014 - Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart