Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BNRE (Brookfield Reinsurance Ltd.) | NA | 81.37% | 10.83% | NA | NA | NA | NA | … | … |
Data as of 11/07/2024, Common starting date is 06/28/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BNRE (Brookfield Reinsurance Ltd.) | 06/28/2021 | 11/07/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.72 | 81.37 | 10.83 | NA | NA | NA | NA | … | … | 43.72 | 30.12 | -26.32 | -17.39 |
| Sharpe Ratio | NA | 2.84 | 0.22 | NA | NA | NA | NA | … | … | 1.75 | 0.85 | -0.73 | -0.62 |
| Standard Deviation(%) | NA | 26.34 | 32.00 | NA | NA | NA | NA | … | … | 26.01 | 30.56 | 38.13 | 49.87 |
| Draw Down(%) | NA | 11.45 | 39.95 | NA | NA | NA | NA | … | … | 11.45 | 24.52 | 39.95 | 36.59 |
| Yield(%) | 0.00 | 0.97 | 4.31 | 2.20 | 1.10 | 0.73 | 0.55 | … | … | 0.62 | 0.89 | 11.82 | 0.42 |
Data as of 11/07/2024, Common starting date is 06/28/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNRE (Brookfield Reinsurance Ltd.) |
7.44%
Aug 2021 – Aug 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BNRE (Brookfield Reinsurance Ltd.) |
12.79%
Sep 2021 – Sep 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart