Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BMO (Bank of Montreal) | 20.65% | 38.05% | 10.21% | 20.86% | 12.66% | 9.17% | 9.24% | 13.11% |
Data as of 07/25/2025, AR inception is 10/27/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMO (Bank of Montreal) | 10/27/1994 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.19 | 38.05 | 10.21 | 20.86 | 12.66 | 9.17 | 9.24 | 13.11 | 20.65 | 3.00 | 14.62 | -12.40 | 46.90 | 3.32 | 24.32 | -14.96 | 15.36 | 34.71 | -15.57 | 10.44 | 13.69 | 17.35 | -0.31 | 13.65 | 120.45 | -51.98 | -0.42 | 9.48 | 20.43 | 21.00 | 64.42 | 22.79 | -9.66 | 62.54 | -14.95 | -9.58 | 39.22 | 40.88 | 21.48 | 0.68 |
| Sharpe Ratio | NA | 1.70 | 0.31 | 0.88 | 0.46 | NA | NA | 0.44 | 1.87 | -0.17 | 0.51 | -0.54 | 2.55 | 0.06 | 1.71 | -1.14 | 1.21 | 1.80 | -0.76 | 0.88 | 1.06 | 1.18 | -0.01 | 0.51 | 2.62 | -1.05 | -0.15 | 0.40 | 1.29 | 1.17 | 3.82 | 0.90 | -0.42 | 2.07 | -0.71 | -0.34 | 1.46 | 1.80 | 0.94 | 0.01 |
| Standard Deviation(%) | NA | 20.52 | 21.76 | 21.64 | 24.07 | NA | NA | 25.30 | 19.73 | 21.46 | 20.48 | 25.65 | 18.39 | 50.75 | 13.40 | 14.31 | 12.23 | 19.20 | 20.63 | 11.80 | 12.90 | 14.74 | 23.22 | 26.46 | 45.97 | 50.06 | 22.31 | 15.47 | 14.10 | 17.14 | 16.67 | 23.96 | 29.09 | 28.20 | 25.48 | 38.15 | 24.38 | 20.54 | 18.67 | 19.93 |
| Draw Down(%) | NA | 15.94 | 25.11 | 34.30 | 50.97 | NA | NA | 68.52 | 15.94 | 17.54 | 24.42 | 30.55 | 9.82 | 50.97 | 14.27 | 23.48 | 12.92 | 14.21 | 25.93 | 12.65 | 10.47 | 13.71 | 17.90 | 17.84 | 31.95 | 56.70 | 17.19 | 13.36 | 9.14 | 19.74 | 6.20 | 18.58 | 26.55 | 12.82 | 27.69 | 43.18 | 18.94 | 14.02 | 9.78 | 4.70 |
| Yield(%) | 0.00 | 5.16 | 4.44 | 7.27 | 6.64 | 5.55 | 6.36 | 25.20 | 2.31 | 4.58 | 4.72 | 3.86 | 4.54 | 4.03 | 5.39 | 3.95 | 3.78 | 6.21 | 4.82 | 4.21 | 4.64 | 5.03 | 4.93 | 5.04 | 9.22 | 4.70 | 4.27 | 3.49 | 3.56 | 3.80 | 6.15 | 5.30 | 4.41 | 5.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/25/2025, AR inception is 10/27/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMO (Bank of Montreal) |
-25.04%
Feb 2006 - Feb 2009 |
-7.56%
Feb 2004 - Feb 2009 |
2.68%
Apr 2010 - Apr 2020 |
5.30%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMO (Bank of Montreal) |
45.37%
Feb 2009 - Feb 2012 |
30.53%
Feb 2009 - Feb 2014 |
21.36%
Feb 1996 - Feb 2006 |
16.78%
Mar 1995 - Mar 2010 |
Annualized Rolling Returns Comparison Chart