Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRVEX (BMO MID-CAP VALUE FUND CLASS Y) | NA | 14.82% | 5.51% | 14.76% | 6.42% | 8.63% | 9.46% | 10.11% |
Data as of 06/07/2017, AR inception is 12/28/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRVEX (BMO MID-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 | 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 (%) | 0.78 | 14.82 | 5.51 | 14.76 | 6.42 | 8.63 | 9.46 | 10.11 | 2.63 | 16.88 | -6.09 | 11.24 | 38.19 | 19.13 | -6.82 | 21.67 | 36.64 | -37.15 | 0.91 | 13.90 | 7.13 | 16.71 | 35.86 | -11.59 | 22.53 | 17.27 | 6.08 | 5.18 | 23.35 | 13.86 | 16.51 | 0.94 | -0.29 |
| Sharpe Ratio | NA | 1.11 | 0.38 | 1.06 | 0.27 | NA | NA | 0.36 | 0.58 | 1.01 | -0.40 | 0.91 | 3.18 | 1.40 | -0.25 | 1.04 | 1.13 | -0.92 | -0.14 | 1.06 | 0.48 | 1.49 | 2.36 | -0.59 | 1.19 | 0.74 | 0.23 | 0.12 | -2.55 | 1.26 | 1.33 | -0.21 | -15.40 |
| Standard Deviation(%) | NA | 13.02 | 14.52 | 13.79 | 22.70 | NA | NA | 18.02 | 9.99 | 16.48 | 15.33 | 12.40 | 11.99 | 13.72 | 27.12 | 20.85 | 32.34 | 41.35 | 15.30 | 10.01 | 10.43 | 10.54 | 14.89 | 21.33 | 17.31 | 17.85 | 12.67 | 15.40 | 12.46 | 8.13 | 9.56 | 9.61 | 1.56 |
| Draw Down(%) | NA | 8.59 | 23.42 | 23.42 | 58.54 | NA | NA | 58.54 | 5.32 | 14.34 | 15.25 | 9.65 | 4.66 | 11.80 | 27.05 | 18.38 | 29.46 | 52.68 | 13.98 | 8.47 | 7.62 | 7.64 | 12.92 | 29.31 | 17.94 | 14.58 | 14.64 | 20.87 | 8.94 | 9.23 | 7.74 | 8.18 | 0.29 |
| Yield(%) | 0.00 | 27.44 | 14.51 | 17.08 | 8.02 | 9.91 | 9.97 | 11.57 | 0.00 | 29.29 | 9.67 | 13.09 | 16.51 | 5.83 | 0.41 | 0.52 | 0.80 | 4.38 | 13.48 | 9.82 | 10.42 | 7.36 | 4.29 | 0.08 | 15.60 | 7.76 | 13.19 | 9.36 | 18.72 | 17.82 | 2.11 | 1.55 | 0.29 |
Data as of 06/07/2017, AR inception is 12/28/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRVEX (BMO MID-CAP VALUE FUND CLASS Y) |
-16.59%
Feb 2006 - Feb 2009 |
-6.34%
Feb 2004 - Feb 2009 |
4.01%
Feb 1999 - Feb 2009 |
5.96%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRVEX (BMO MID-CAP VALUE FUND CLASS Y) |
27.87%
Feb 2009 - Feb 2012 |
25.41%
Feb 2009 - Feb 2014 |
13.91%
Dec 1994 - Dec 2004 |
11.68%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart