Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BMO.TO (Bank of Montreal) | NA | 76.72% | 11.83% | 13.26% | 13.14% | 9.63% | 10.48% | 13.48% |
Data as of 08/23/2021, AR inception is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMO.TO (Bank of Montreal) | 01/12/1995 | 08/23/2021 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 76.72 | 11.83 | 13.26 | 13.14 | 9.63 | 10.48 | 13.48 | 38.48 | 1.39 | 12.84 | -11.33 | 4.16 | 23.68 | -4.99 | 16.06 | 16.35 | 8.91 | -2.78 | 2.92 | 78.72 | -44.52 | -18.36 | 6.15 | 12.53 | 7.96 | 28.33 | 16.13 | -8.65 | 59.43 | -20.10 | -2.60 | 45.30 | 40.65 | 26.53 |
| Sharpe Ratio | NA | 4.55 | 0.38 | 0.53 | 0.66 | NA | NA | 0.50 | 4.74 | 0.02 | -0.87 | -2.85 | -1.34 | -0.74 | -1.39 | -0.24 | -0.19 | -0.86 | -1.24 | -0.78 | 1.56 | -1.33 | -2.06 | -1.19 | -0.64 | -0.77 | 0.58 | -0.16 | -1.04 | 1.27 | -0.96 | -0.16 | 1.71 | 1.99 | 1.63 |
| Standard Deviation(%) | NA | 17.55 | 29.20 | 23.52 | 19.24 | NA | NA | 23.33 | 14.03 | 47.04 | 11.99 | 11.56 | 11.30 | 14.12 | 16.89 | 10.36 | 11.42 | 11.36 | 17.14 | 20.20 | 38.51 | 47.87 | 19.70 | 13.69 | 13.21 | 15.01 | 15.50 | 23.29 | 29.25 | 28.50 | 24.31 | 36.67 | 24.33 | 18.53 | 14.52 |
| Draw Down(%) | NA | 7.88 | 45.56 | 45.56 | 45.56 | NA | NA | 62.39 | 5.37 | 45.56 | 16.16 | 20.31 | 14.07 | 10.91 | 19.83 | 9.08 | 8.69 | 12.44 | 14.37 | 15.15 | 29.28 | 49.25 | 24.34 | 16.14 | 9.61 | 15.18 | 8.37 | 18.73 | 25.83 | 12.78 | 28.70 | 38.79 | 17.60 | 11.56 | 7.32 |
| Yield(%) | 0.00 | 4.14 | 3.57 | 4.41 | 6.10 | 5.03 | 6.88 | 18.86 | 2.21 | 4.20 | 4.53 | 3.80 | 4.00 | 4.60 | 5.19 | 5.72 | 4.91 | 4.94 | 4.86 | 5.00 | 8.71 | 5.04 | 3.92 | 3.41 | 3.19 | 2.95 | 3.15 | 3.32 | 2.96 | 4.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, AR inception is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMO.TO (Bank of Montreal) |
-21.98%
Feb 2006 - Feb 2009 |
-8.51%
Feb 2004 - Feb 2009 |
2.50%
Feb 1999 - Feb 2009 |
6.13%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMO.TO (Bank of Montreal) |
41.94%
Mar 1995 - Mar 1998 |
26.87%
Feb 2009 - Feb 2014 |
19.23%
Feb 2009 - Feb 2019 |
13.71%
Mar 1995 - Mar 2010 |
Annualized Rolling Returns Comparison Chart