Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BMLWF (BMO Low Volatility US Equity ETF) | NA | 1.67% | 3.62% | 5.94% | NA | NA | NA | … | … |
Data as of 06/17/2024, Common starting date is 01/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BMLWF (BMO Low Volatility US Equity ETF) | 01/19/2016 | 06/17/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.67 | 3.62 | 5.94 | NA | NA | NA | … | … | 3.36 | -2.54 | 2.52 | 19.10 | 2.12 | 25.71 | -4.63 | 11.34 | 10.75 |
| Sharpe Ratio | NA | 0.20 | 0.05 | 0.13 | NA | NA | NA | … | … | 0.38 | -0.35 | 0.03 | 0.60 | 0.03 | 1.14 | -0.25 | 0.70 | 0.66 |
| Standard Deviation(%) | NA | 13.68 | 24.06 | 34.14 | NA | NA | NA | … | … | 9.87 | 19.65 | 38.58 | 32.73 | 66.90 | 21.34 | 23.65 | 15.07 | 17.76 |
| Draw Down(%) | NA | 8.41 | 10.86 | 31.77 | NA | NA | NA | … | … | 3.15 | 10.25 | 10.42 | 7.71 | 31.77 | 2.40 | 8.22 | 4.30 | 9.85 |
| Yield(%) | 0.00 | 1.14 | 0.94 | 0.96 | 0.72 | 0.48 | 0.36 | … | … | 0.00 | 1.15 | 1.47 | 0.51 | 0.82 | 0.00 | 0.00 | 0.50 | 0.00 |
Data as of 06/17/2024, Common starting date is 01/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMLWF (BMO Low Volatility US Equity ETF) |
2.90%
Mar 2017 – Mar 2020 |
6.82%
May 2018 – May 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BMLWF (BMO Low Volatility US Equity ETF) |
16.69%
Mar 2019 – Mar 2022 |
11.40%
Apr 2017 – Apr 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart