Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLVEX (BMO LOW VOLATILITY EQUITY FUND CLASS I) | NA | -26.00% | -5.05% | 0.39% | NA | NA | NA | … | … |
Data as of 02/09/2022, Common starting date is 10/01/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLVEX (BMO LOW VOLATILITY EQUITY FUND CLASS I) | 10/01/2012 | 02/09/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.00 | -5.05 | 0.39 | NA | NA | NA | … | … | -38.63 | 13.98 | -1.78 | 20.72 | -9.23 | 12.99 | 9.45 | 1.96 | 16.26 | 27.36 | -1.80 |
| Sharpe Ratio | NA | -0.65 | -0.19 | -0.01 | NA | NA | NA | … | … | -0.83 | 1.28 | -0.07 | 2.22 | -0.66 | 2.09 | 0.89 | 0.16 | 1.87 | 2.98 | -0.83 |
| Standard Deviation(%) | NA | 40.33 | 29.22 | 23.54 | NA | NA | NA | … | … | 118.95 | 10.89 | 29.32 | 8.78 | 15.95 | 5.93 | 10.32 | 12.32 | 8.70 | 9.16 | 8.74 |
| Draw Down(%) | NA | 38.66 | 38.66 | 38.66 | NA | NA | NA | … | … | 38.63 | 6.64 | 30.62 | 3.99 | 20.39 | 3.29 | 7.27 | 9.26 | 4.33 | 6.33 | 6.03 |
| Yield(%) | 0.00 | 8.01 | 4.90 | 6.23 | 6.58 | 4.39 | 3.29 | … | … | 0.00 | 8.19 | 1.70 | 4.35 | 10.91 | 4.55 | 2.61 | 4.24 | 9.16 | 2.53 | 0.00 |
Data as of 02/09/2022, Common starting date is 10/01/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVEX (BMO LOW VOLATILITY EQUITY FUND CLASS I) |
-4.62%
Jan 2019 – Jan 2022 |
0.69%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVEX (BMO LOW VOLATILITY EQUITY FUND CLASS I) |
14.72%
Dec 2012 – Dec 2015 |
13.30%
Dec 2012 – Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart