Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MLVIX (BMO LARGE-CAP VALUE FUND CLASS I) | NA | -1.70% | 10.51% | 5.87% | 9.14% | 7.01% | NA | 7.00% |
Data as of 03/02/2023, AR inception is 02/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLVIX (BMO LARGE-CAP VALUE 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 (%) | -0.15 | -1.70 | 10.51 | 5.87 | 9.14 | 7.01 | NA | 7.00 | 3.86 | -11.47 | 27.97 | 4.24 | 20.06 | -11.54 | 20.31 | 11.46 | -2.36 | 14.00 | 34.12 | 16.75 | -1.24 | 10.97 | 12.02 | -26.16 |
| Sharpe Ratio | NA | -0.21 | 0.38 | 0.22 | 0.48 | NA | NA | 0.32 | 1.44 | -0.62 | 2.01 | 0.11 | 1.58 | -0.83 | 2.51 | 0.78 | -0.15 | 1.19 | 2.88 | 1.31 | -0.05 | 0.54 | 0.48 | -0.75 |
| Standard Deviation(%) | NA | 19.81 | 25.18 | 21.42 | 17.67 | NA | NA | 20.55 | 13.40 | 20.89 | 13.93 | 36.27 | 11.79 | 15.55 | 7.86 | 14.48 | 15.56 | 11.76 | 11.81 | 12.81 | 25.02 | 20.29 | 24.82 | 39.60 |
| Draw Down(%) | NA | 17.57 | 31.20 | 37.42 | 37.42 | NA | NA | 47.73 | 4.70 | 21.18 | 6.53 | 37.42 | 8.79 | 21.57 | 4.70 | 11.45 | 13.00 | 8.56 | 6.35 | 11.33 | 21.78 | 18.06 | 26.19 | 42.03 |
| Yield(%) | 0.00 | 12.64 | 12.08 | 8.72 | 10.08 | 7.62 | 5.70 | 7.61 | 0.00 | 11.77 | 17.87 | 1.65 | 2.15 | 10.39 | 11.05 | 2.73 | 11.24 | 11.53 | 9.53 | 1.31 | 1.18 | 1.18 | 1.66 | 1.23 |
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 |
|---|---|---|---|---|
| MLVIX (BMO LARGE-CAP VALUE FUND CLASS I) |
-3.81%
Mar 2017 - Mar 2020 |
-0.08%
Mar 2015 - Mar 2020 |
6.45%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVIX (BMO LARGE-CAP VALUE FUND CLASS I) |
24.00%
Sep 2011 - Sep 2014 |
18.92%
Feb 2009 - Feb 2014 |
13.34%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart