Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BMASX (BMO ALTERNATIVE STRATEGIES FUND CLASS I) | NA | -9.91% | -7.04% | -2.79% | NA | NA | NA | … | … |
Data as of 12/10/2020, Common starting date is 12/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMASX (BMO ALTERNATIVE STRATEGIES FUND CLASS I) | 12/19/2014 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.91 | -7.04 | -2.79 | NA | NA | NA | … | … | -10.01 | -1.49 | -9.11 | 4.50 | 2.76 | 1.53 | 0.30 |
| Sharpe Ratio | NA | -1.30 | -1.32 | -0.67 | NA | NA | NA | … | … | -1.34 | -0.68 | -1.88 | 1.14 | 0.61 | 0.31 | 4.44 |
| Standard Deviation(%) | NA | 7.82 | 6.07 | 5.30 | NA | NA | NA | … | … | 8.03 | 4.27 | 5.54 | 3.41 | 4.20 | 4.90 | 2.55 |
| Draw Down(%) | NA | 12.47 | 22.78 | 22.78 | NA | NA | NA | … | … | 12.47 | 4.10 | 11.80 | 1.94 | 3.16 | 4.93 | 0.30 |
| Yield(%) | 0.00 | 0.00 | 0.17 | 1.42 | 0.82 | 0.55 | 0.41 | … | … | 0.00 | 0.56 | 0.00 | 6.37 | 0.00 | 1.03 | 0.00 |
Data as of 12/10/2020, Common starting date is 12/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMASX (BMO ALTERNATIVE STRATEGIES FUND CLASS I) |
-7.06%
Oct 2017 – Oct 2020 |
-3.56%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMASX (BMO ALTERNATIVE STRATEGIES FUND CLASS I) |
3.39%
Jan 2015 – Jan 2018 |
-0.66%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart