Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BMLEX (MOUNT LUCAS U.S. FOCUSED EQUITY FUND CLASS I) | NA | -2.50% | 4.54% | 2.71% | 10.07% | NA | NA | … | … |
Data as of 02/06/2020, Common starting date is 10/22/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMLEX (MOUNT LUCAS U.S. FOCUSED EQUITY FUND CLASS I) | 10/22/2007 | 02/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.50 | 4.54 | 2.71 | 10.07 | NA | NA | … | … | 0.00 | 3.28 | -10.34 | 23.91 | 9.25 | -7.45 | 12.47 | 42.32 | 15.62 | -6.55 | 24.49 | 35.99 | -45.72 | -2.77 |
| Sharpe Ratio | NA | -0.26 | 0.22 | 0.12 | 0.55 | NA | NA | … | … | 0.00 | 0.12 | -0.60 | 2.27 | 0.53 | -0.43 | 0.94 | 2.84 | 1.06 | -0.25 | 1.18 | 0.98 | -1.00 | -0.60 |
| Standard Deviation(%) | NA | 14.76 | 15.50 | 16.06 | 17.43 | NA | NA | … | … | NA | 15.92 | 19.35 | 10.32 | 16.98 | 17.53 | 13.22 | 14.87 | 14.82 | 26.81 | 20.61 | 36.66 | 46.69 | 26.72 |
| Draw Down(%) | NA | 12.14 | 25.97 | 25.97 | 26.47 | NA | NA | … | … | 0.00 | 12.14 | 25.97 | 4.47 | 15.93 | 17.10 | 12.48 | 7.31 | 15.69 | 26.47 | 16.17 | 33.09 | 56.60 | 11.07 |
| Yield(%) | 0.00 | 0.00 | 3.01 | 3.19 | 9.37 | 4.29 | 3.22 | … | … | 0.00 | 0.00 | 1.67 | 7.03 | 4.75 | 3.53 | 25.38 | 16.07 | 1.59 | 1.77 | 0.73 | 0.00 | 0.00 | 0.00 |
Data as of 02/06/2020, Common starting date is 10/22/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMLEX (MOUNT LUCAS U.S. FOCUSED EQUITY FUND CLASS I) |
-4.73%
Nov 2007 – Nov 2010 |
-0.39%
Nov 2007 – Nov 2012 |
6.91%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMLEX (MOUNT LUCAS U.S. FOCUSED EQUITY FUND CLASS I) |
31.36%
Feb 2009 – Feb 2012 |
27.18%
Feb 2009 – Feb 2014 |
16.08%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart