Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BMATX (BMO ALTERNATIVE STRATEGIES FUND CLASS A) | NA | -9.92% | -6.92% | -2.82% | NA | NA | NA | … | … |
Data as of 12/10/2020, Common starting date is 12/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMATX (BMO ALTERNATIVE STRATEGIES FUND CLASS A) | 12/19/2014 | 12/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.92 | -6.92 | -2.82 | NA | NA | NA | … | … | -9.92 | -0.91 | -9.37 | 4.23 | 2.57 | 1.25 | 0.30 |
| Sharpe Ratio | NA | -1.28 | -1.28 | -0.67 | NA | NA | NA | … | … | -1.31 | -0.53 | -1.92 | 1.06 | 0.56 | 0.25 | 4.44 |
| Standard Deviation(%) | NA | 7.95 | 6.15 | 5.36 | NA | NA | NA | … | … | 8.16 | 4.38 | 5.57 | 3.42 | 4.17 | 4.86 | 2.55 |
| Draw Down(%) | NA | 12.53 | 22.54 | 22.54 | NA | NA | NA | … | … | 12.53 | 3.57 | 11.99 | 1.95 | 3.17 | 5.10 | 0.30 |
| Yield(%) | 0.00 | 0.00 | 0.45 | 1.59 | 0.90 | 0.60 | 0.45 | … | … | 0.00 | 1.50 | 0.00 | 6.39 | 0.00 | 0.95 | 0.00 |
Data as of 12/10/2020, Common starting date is 12/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMATX (BMO ALTERNATIVE STRATEGIES FUND CLASS A) |
-6.94%
Oct 2017 – Oct 2020 |
-3.63%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMATX (BMO ALTERNATIVE STRATEGIES FUND CLASS A) |
3.18%
Jan 2015 – Jan 2018 |
-0.72%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart