Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MREIX (BMO LARGE-CAP VALUE FUND CLASS Y) | NA | 12.70% | 5.98% | 14.03% | 5.10% | 6.48% | 6.09% | … | … |
Data as of 06/07/2017, Common starting date is 12/28/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MREIX (BMO LARGE-CAP VALUE FUND CLASS Y) | 12/28/1993 | 06/07/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | 12.70 | 5.98 | 14.03 | 5.10 | 6.48 | 6.09 | … | … | 3.88 | 11.21 | -2.63 | 13.54 | 33.58 | 16.58 | -1.52 | 10.87 | 11.65 | -32.51 | 5.85 | 18.43 | 6.21 | 10.00 | 21.85 | -14.90 | -6.59 | 9.72 | 1.76 | 10.44 | 27.55 | 21.17 | 32.00 | -1.64 | -0.71 |
| Sharpe Ratio | NA | 1.07 | 0.42 | 1.06 | 0.23 | NA | NA | … | … | 0.98 | 0.76 | -0.17 | 1.15 | 2.85 | 1.29 | -0.06 | 0.53 | 0.46 | -0.87 | 0.16 | 1.39 | 0.36 | 0.91 | 1.36 | -0.64 | -0.55 | 0.30 | -0.11 | 0.47 | 1.82 | 1.89 | 4.63 | -0.61 | -13.28 |
| Standard Deviation(%) | NA | 11.57 | 13.72 | 13.09 | 20.71 | NA | NA | … | … | 8.96 | 14.53 | 15.53 | 11.80 | 11.77 | 12.90 | 25.06 | 20.32 | 24.88 | 38.20 | 17.14 | 10.83 | 10.96 | 9.88 | 15.56 | 24.91 | 16.72 | 18.22 | 14.13 | 14.97 | 13.04 | 9.16 | 6.05 | 7.69 | 3.56 |
| Draw Down(%) | NA | 7.63 | 17.53 | 17.53 | 51.15 | NA | NA | … | … | 4.76 | 11.53 | 13.02 | 8.57 | 6.27 | 11.42 | 21.84 | 17.93 | 26.22 | 43.41 | 10.19 | 8.96 | 7.02 | 7.01 | 15.82 | 31.65 | 19.32 | 16.03 | 12.82 | 16.89 | 8.60 | 5.18 | 2.05 | 8.19 | 0.71 |
| Yield(%) | 0.00 | 2.20 | 7.73 | 9.22 | 4.43 | 5.71 | 5.65 | … | … | 0.27 | 2.49 | 11.01 | 11.28 | 9.26 | 1.04 | 0.90 | 1.09 | 1.43 | 1.23 | 6.20 | 10.52 | 15.20 | 7.82 | 1.89 | 1.15 | 4.56 | 2.12 | 10.27 | 8.65 | 11.84 | 9.81 | 3.60 | 3.14 | 0.77 |
Data as of 06/07/2017, Common starting date is 12/28/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MREIX (BMO LARGE-CAP VALUE FUND CLASS Y) |
-12.63%
Feb 2006 – Feb 2009 |
-4.61%
Feb 2004 – Feb 2009 |
-1.09%
Apr 1999 – Apr 2009 |
3.37%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MREIX (BMO LARGE-CAP VALUE FUND CLASS Y) |
26.82%
Dec 1994 – Dec 1997 |
20.74%
Jun 1994 – Jun 1999 |
10.36%
Dec 1994 – Dec 2004 |
6.82%
Dec 1994 – Dec 2009 |
Annualized Rolling Returns Comparison Chart