Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRBPX (MANAGED VOLATILITY FUND CLASS N) | NA | -27.83% | -11.47% | -4.67% | -0.54% | 1.47% | 1.44% | … | … |
Data as of 12/13/2024, Common starting date is 08/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRBPX (MANAGED VOLATILITY FUND CLASS N) | 08/02/2001 | 12/13/2024 |
| 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 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -27.83 | -11.47 | -4.67 | -0.54 | 1.47 | 1.44 | … | … | -32.42 | 14.72 | -10.28 | 6.78 | 5.53 | 11.88 | -3.95 | 8.18 | 2.42 | 0.17 | 5.95 | 9.25 | 6.46 | 1.94 | 5.41 | 12.39 | -19.21 | 6.58 | 6.65 | 5.10 | 5.95 | 17.17 | -4.12 | -0.21 |
| Sharpe Ratio | NA | -0.75 | -0.56 | -0.32 | -0.13 | NA | NA | … | … | -0.87 | 1.33 | -0.99 | 1.33 | 0.40 | 1.96 | -0.66 | 2.85 | 0.40 | 0.02 | 1.28 | 2.40 | 1.14 | 0.18 | 0.56 | 1.11 | -1.01 | 0.46 | 0.59 | 0.55 | 0.83 | 2.44 | -0.36 | -0.24 |
| Standard Deviation(%) | NA | 45.75 | 27.45 | 22.18 | 16.21 | NA | NA | … | … | 46.35 | 7.92 | 11.80 | 5.08 | 13.22 | 5.34 | 7.98 | 2.66 | 5.59 | 6.15 | 4.65 | 3.84 | 5.67 | 10.75 | 9.50 | 11.11 | 19.90 | 7.91 | 5.71 | 5.29 | 6.02 | 6.77 | 14.66 | 8.81 |
| Draw Down(%) | NA | 37.29 | 37.29 | 37.29 | 37.29 | NA | NA | … | … | 37.29 | 2.69 | 11.22 | 2.85 | 11.20 | 3.79 | 10.96 | 0.95 | 4.92 | 6.55 | 4.48 | 1.64 | 4.49 | 12.58 | 8.45 | 11.86 | 27.37 | 5.61 | 3.61 | 3.18 | 5.62 | 5.08 | 12.73 | 8.62 |
| Yield(%) | 0.00 | 10.16 | 3.25 | 2.40 | 2.13 | 2.04 | 2.06 | … | … | 1.46 | 9.12 | 0.30 | 0.00 | 0.00 | 1.13 | 5.93 | 0.63 | 0.42 | 0.03 | 0.14 | 0.28 | 0.44 | 0.60 | 0.87 | 1.38 | 6.69 | 1.39 | 3.50 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/13/2024, Common starting date is 08/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRBPX (MANAGED VOLATILITY FUND CLASS N) |
-11.76%
Aug 2021 – Aug 2024 |
-4.67%
Nov 2019 – Nov 2024 |
-0.71%
Aug 2014 – Aug 2024 |
1.54%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRBPX (MANAGED VOLATILITY FUND CLASS N) |
10.47%
Mar 2003 – Mar 2006 |
8.60%
Feb 2009 – Feb 2014 |
5.97%
Sep 2011 – Sep 2021 |
5.45%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart