Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MLCIX (BMO LARGE-CAP GROWTH FUND CLASS I) | NA | -11.20% | 10.23% | 9.78% | 13.44% | 10.79% | NA | 10.73% |
Data as of 03/02/2023, AR inception is 02/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLCIX (BMO LARGE-CAP GROWTH FUND CLASS I) | 02/12/2008 | 03/02/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | -11.20 | 10.23 | 9.78 | 13.44 | 10.79 | NA | 10.73 | 6.56 | -25.28 | 9.38 | 29.50 | 27.76 | -0.98 | 28.35 | 8.77 | 6.20 | 14.50 | 34.05 | 17.90 | -1.12 | 14.81 | 34.65 | -31.53 |
| Sharpe Ratio | NA | -0.49 | 0.35 | 0.37 | 0.67 | NA | NA | 0.48 | 2.17 | -0.94 | 0.49 | 0.85 | 1.91 | -0.12 | 3.38 | 0.61 | 0.38 | 1.11 | 2.87 | 1.37 | -0.05 | 0.77 | 1.43 | -0.88 |
| Standard Deviation(%) | NA | 27.87 | 27.06 | 23.53 | 19.10 | NA | NA | 21.38 | 18.84 | 28.34 | 19.02 | 34.23 | 13.78 | 19.23 | 8.23 | 13.96 | 16.06 | 13.10 | 11.87 | 13.10 | 25.21 | 19.03 | 24.22 | 40.48 |
| Draw Down(%) | NA | 25.83 | 30.10 | 31.24 | 31.24 | NA | NA | 47.34 | 6.55 | 29.68 | 16.63 | 31.24 | 8.25 | 21.37 | 2.67 | 10.72 | 10.95 | 8.46 | 6.99 | 9.84 | 21.36 | 17.93 | 19.64 | 47.14 |
| Yield(%) | 0.00 | 21.01 | 20.11 | 15.63 | 16.36 | 13.83 | 10.29 | 13.72 | 0.00 | 22.34 | 16.69 | 9.50 | 5.98 | 14.69 | 7.21 | 6.77 | 15.13 | 16.27 | 11.19 | 8.82 | 0.00 | 0.37 | 0.47 | 0.14 |
Data as of 03/02/2023, AR inception is 02/12/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLCIX (BMO LARGE-CAP GROWTH FUND CLASS I) |
0.81%
Aug 2008 - Aug 2011 |
5.12%
May 2008 - May 2013 |
10.56%
Apr 2008 - Apr 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLCIX (BMO LARGE-CAP GROWTH FUND CLASS I) |
27.73%
Dec 2018 - Dec 2021 |
22.61%
Feb 2009 - Feb 2014 |
18.92%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart