Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRLIX (BLUE CHIP 35 INDEX FUND CLASS N) | NA | -6.45% | 9.98% | 11.85% | 13.28% | 9.37% | 9.38% | … | … |
Data as of 11/17/2022, Common starting date is 10/21/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRLIX (BLUE CHIP 35 INDEX FUND CLASS N) | 10/21/1998 | 11/17/2022 |
| 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 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.45 | 9.98 | 11.85 | 13.28 | 9.37 | 9.38 | … | … | -8.32 | 5.01 | 13.51 | 31.05 | -1.47 | 18.43 | 13.18 | 2.17 | 11.51 | 31.67 | 15.21 | 3.16 | 11.20 | 26.62 | -33.30 | 6.07 | 15.42 | 0.06 | 4.79 | 28.86 | -18.02 | -9.06 | -15.12 | 30.34 | 18.49 |
| Sharpe Ratio | NA | -0.19 | 0.31 | 0.43 | 0.65 | NA | NA | … | … | -0.25 | 0.25 | 0.38 | 2.41 | -0.16 | 2.70 | 1.02 | 0.14 | 1.06 | 3.02 | 1.23 | 0.14 | 0.67 | 1.02 | -0.87 | 0.21 | 1.24 | -0.22 | 0.35 | 1.64 | -0.52 | -0.52 | -0.88 | 1.39 | 7.34 |
| Standard Deviation(%) | NA | 39.91 | 31.18 | 25.95 | 20.10 | NA | NA | … | … | 42.19 | 19.61 | 34.69 | 12.29 | 17.12 | 6.63 | 12.63 | 15.44 | 10.80 | 10.48 | 12.40 | 21.92 | 16.55 | 26.00 | 39.03 | 14.49 | 9.79 | 9.62 | 10.90 | 17.23 | 36.89 | 22.27 | 21.74 | 19.46 | 18.57 |
| Draw Down(%) | NA | 23.11 | 32.15 | 32.15 | 32.15 | NA | NA | … | … | 23.11 | 16.98 | 32.15 | 7.39 | 16.76 | 2.57 | 8.81 | 12.83 | 7.46 | 5.03 | 9.18 | 15.58 | 14.86 | 25.58 | 43.25 | 9.06 | 5.94 | 7.77 | 9.27 | 14.07 | 40.17 | 26.60 | 22.83 | 10.28 | 3.77 |
| Yield(%) | 0.00 | 26.13 | 18.95 | 15.91 | 15.63 | 10.88 | 12.36 | … | … | 12.11 | 19.29 | 20.92 | 12.91 | 11.68 | 5.56 | 2.73 | 2.56 | 2.12 | 2.38 | 3.17 | 2.12 | 2.37 | 2.27 | 2.31 | 1.35 | 1.55 | 1.49 | 1.78 | 0.94 | 1.29 | 1.09 | 0.98 | 0.96 | 0.51 |
Data as of 11/17/2022, Common starting date is 10/21/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRLIX (BLUE CHIP 35 INDEX FUND CLASS N) |
-15.95%
Mar 2000 – Mar 2003 |
-7.02%
Feb 2004 – Feb 2009 |
-3.28%
Feb 1999 – Feb 2009 |
3.40%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRLIX (BLUE CHIP 35 INDEX FUND CLASS N) |
24.20%
Feb 2009 – Feb 2012 |
21.62%
Feb 2009 – Feb 2014 |
16.07%
Feb 2009 – Feb 2019 |
10.98%
Aug 2007 – Aug 2022 |
Annualized Rolling Returns Comparison Chart