Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BMDLF (BMO Covered Call Canadian Banks ETF) | NA | 47.33% | 9.59% | 10.11% | NA | NA | NA | … | … |
Data as of 09/16/2021, Common starting date is 08/07/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMDLF (BMO Covered Call Canadian Banks ETF) | 08/07/2014 | 09/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.73 | 47.33 | 9.59 | 10.11 | NA | NA | NA | … | … | 23.31 | 2.62 | 21.28 | -14.49 | 23.38 | 23.05 | -18.60 | -5.35 |
| Sharpe Ratio | NA | 2.66 | 0.35 | 0.45 | NA | NA | NA | … | … | 2.28 | 0.06 | 2.04 | -0.94 | 1.60 | 1.33 | -1.11 | -0.87 |
| Standard Deviation(%) | NA | 17.76 | 25.48 | 20.97 | NA | NA | NA | … | … | 15.15 | 38.01 | 9.76 | 16.82 | 14.26 | 17.24 | 16.79 | 14.71 |
| Draw Down(%) | NA | 6.92 | 33.06 | 33.06 | NA | NA | NA | … | … | 6.92 | 33.00 | 3.16 | 18.80 | 9.40 | 4.01 | 18.81 | 9.77 |
| Yield(%) | 0.00 | 6.84 | 5.15 | 5.62 | 3.39 | 2.26 | 1.70 | … | … | 3.97 | 4.94 | 6.22 | 4.83 | 5.57 | 6.73 | 4.69 | 2.99 |
Data as of 09/16/2021, Common starting date is 08/07/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMDLF (BMO Covered Call Canadian Banks ETF) |
-2.81%
Sep 2017 – Sep 2020 |
0.32%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMDLF (BMO Covered Call Canadian Banks ETF) |
15.83%
Sep 2015 – Sep 2018 |
15.81%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart