Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BNJ (Brookfield Finance Inc. 4.50% P) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 01/10/2019, Common starting date is 07/30/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNJ (Brookfield Finance Inc. 4.50% P) | 07/30/2001 | 06/15/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -8.57 | 7.73 | -0.98 | 6.21 | 23.53 | -18.27 | 14.42 | 24.19 | 5.05 | 30.92 | -28.53 | -7.86 | 19.48 | 23.13 | 7.98 | 9.28 | 9.83 | -9.86 |
| Sharpe Ratio | NA | -1.27 | 0.15 | 0.32 | 0.20 | NA | NA | … | … | -2.62 | 0.75 | -0.11 | 0.55 | 2.73 | -1.38 | 1.12 | 2.04 | 0.34 | 1.35 | -0.86 | -0.70 | 2.20 | 3.04 | 0.69 | 0.89 | 0.68 | -1.94 |
| Standard Deviation(%) | NA | 8.66 | 9.38 | 10.11 | 16.28 | NA | NA | … | … | 7.26 | 9.52 | 10.27 | 11.28 | 8.61 | 13.22 | 12.92 | 11.86 | 14.80 | 22.87 | 34.01 | 15.66 | 7.39 | 6.89 | 10.21 | 9.71 | 12.87 | 12.37 |
| Draw Down(%) | NA | 14.28 | 15.69 | 15.89 | 39.08 | NA | NA | … | … | 9.64 | 6.57 | 14.58 | 15.89 | 5.86 | 27.48 | 8.65 | 6.52 | 17.20 | 19.67 | 42.46 | 18.04 | 3.38 | 5.79 | 14.54 | 9.94 | 8.00 | 11.62 |
| Yield(%) | 0.00 | 5.23 | 5.86 | 6.02 | 5.42 | 6.15 | 5.02 | … | … | 2.55 | 5.83 | 5.74 | 6.02 | 6.93 | 5.24 | 5.64 | 7.03 | 6.87 | 8.11 | 5.61 | 5.09 | 5.72 | 5.95 | 6.31 | 6.38 | 6.41 | 1.45 |
Data as of 01/10/2019, Common starting date is 07/30/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNJ (Brookfield Finance Inc. 4.50% P) |
-7.68%
Dec 2005 – Dec 2008 |
0.54%
Nov 2003 – Nov 2008 |
3.17%
Dec 2006 – Dec 2016 |
5.71%
May 2003 – May 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNJ (Brookfield Finance Inc. 4.50% P) |
19.90%
Apr 2004 – Apr 2007 |
13.78%
Dec 2001 – Dec 2006 |
9.30%
Nov 2002 – Nov 2012 |
7.11%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart