Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BLVAX (BMO LOW VOLATILITY EQUITY FUND CLASS A) | NA | -21.01% | -3.14% | 1.49% | NA | NA | NA | … | … |
Data as of 02/09/2022, Common starting date is 05/28/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BLVAX (BMO LOW VOLATILITY EQUITY FUND CLASS A) | 05/28/2014 | 02/09/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -21.01 | -3.14 | 1.49 | NA | NA | NA | … | … | -38.65 | 13.76 | -2.01 | 23.95 | 0.13 | 12.68 | 9.65 | 1.66 | 10.79 |
| Sharpe Ratio | NA | -0.65 | -0.20 | -0.03 | NA | NA | NA | … | … | -0.83 | 1.27 | -0.08 | 2.63 | -0.09 | 2.05 | 0.92 | 0.13 | 2.11 |
| Standard Deviation(%) | NA | 40.53 | 29.35 | 23.63 | NA | NA | NA | … | … | 119.59 | 10.85 | 29.43 | 8.56 | 12.68 | 5.91 | 10.28 | 12.32 | 8.82 |
| Draw Down(%) | NA | 38.72 | 38.72 | 38.72 | NA | NA | NA | … | … | 38.65 | 6.61 | 30.62 | 4.06 | 12.42 | 3.29 | 7.01 | 9.28 | 4.06 |
| Yield(%) | 0.00 | 7.83 | 4.66 | 5.98 | 4.74 | 3.16 | 2.37 | … | … | 0.00 | 8.01 | 1.44 | 4.08 | 10.67 | 4.31 | 2.79 | 4.02 | 7.83 |
Data as of 02/09/2022, 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 |
|---|---|---|---|---|
| BLVAX (BMO LOW VOLATILITY EQUITY FUND CLASS A) |
-2.68%
Jan 2019 – Jan 2022 |
1.80%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BLVAX (BMO LOW VOLATILITY EQUITY FUND CLASS A) |
13.93%
Dec 2018 – Dec 2021 |
10.78%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart