Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MAIBX (BMO Short-Intermediate Bond Y) | NA | 1.51% | 2.26% | 3.46% | 4.29% | 4.85% | NA | 5.21% |
Data as of 05/22/2015, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAIBX (BMO Short-Intermediate Bond Y) | 06/21/1996 | 05/22/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.38 | 1.51 | 2.26 | 3.46 | 4.29 | 4.85 | NA | 5.21 | 0.98 | 3.40 | -0.15 | 5.25 | 5.09 | 7.80 | 26.81 | -12.65 | 4.63 | 4.10 | 2.11 | 2.24 | 4.92 | 8.06 | 6.00 | 8.75 | 1.44 | 6.32 | 7.17 | 5.41 |
| Sharpe Ratio | NA | 0.70 | 0.99 | 1.27 | 0.82 | NA | NA | 0.29 | 1.02 | 1.70 | -0.07 | 2.43 | 1.59 | 2.21 | 3.66 | -1.72 | 0.58 | 0.35 | -0.03 | 0.39 | 1.08 | 1.70 | 0.87 | 1.61 | -0.56 | 0.92 | -16.15 | 1.91 |
| Standard Deviation(%) | NA | 2.14 | 2.26 | 2.66 | 4.18 | NA | NA | 3.86 | 2.48 | 1.99 | 2.50 | 2.15 | 3.19 | 3.49 | 7.29 | 7.87 | 2.78 | 2.34 | 2.35 | 3.33 | 3.93 | 4.09 | 4.29 | 2.92 | 3.15 | 3.27 | 2.96 | 3.67 |
| Draw Down(%) | NA | 1.09 | 3.57 | 3.57 | 21.10 | NA | NA | 21.10 | 0.95 | 1.09 | 3.57 | 1.16 | 1.50 | 3.23 | 10.13 | 19.55 | 1.36 | 0.86 | 1.70 | 3.62 | 3.49 | 3.04 | 3.71 | 1.89 | 2.00 | 2.19 | 1.63 | 1.49 |
| Yield(%) | 0.00 | 1.88 | 1.59 | 1.75 | 2.98 | 3.80 | 3.96 | 4.39 | 0.60 | 1.95 | 1.27 | 1.58 | 1.70 | 1.72 | 4.80 | 4.81 | 4.62 | 4.43 | 4.07 | 3.77 | 4.45 | 5.27 | 5.67 | 6.38 | 5.81 | 5.94 | 6.22 | 3.61 |
Data as of 05/22/2015, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAIBX (BMO Short-Intermediate Bond Y) |
-3.61%
Feb 2006 - Feb 2009 |
-1.56%
Feb 2004 - Feb 2009 |
2.27%
Feb 1999 - Feb 2009 |
4.68%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAIBX (BMO Short-Intermediate Bond Y) |
15.82%
Feb 2009 - Feb 2012 |
10.18%
Feb 2009 - Feb 2014 |
5.47%
Oct 2000 - Oct 2010 |
5.47%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart