Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRSMX (SMALL-CAP MOMENTUM FUND CLASS N) | NA | 8.90% | 8.28% | 8.81% | NA | NA | NA | … | … |
Data as of 05/14/2018, Common starting date is 05/28/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSMX (SMALL-CAP MOMENTUM FUND CLASS N) | 05/28/2010 | 05/14/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.90 | 8.28 | 8.81 | NA | NA | NA | … | … | -14.86 | 5.52 | 9.03 | -2.84 | -10.20 | 22.08 | 1.15 | -11.26 | 18.10 |
| Sharpe Ratio | NA | -1.57 | -1.43 | -1.27 | NA | NA | NA | … | … | -1.93 | -0.83 | -1.43 | -1.25 | -1.46 | 0.19 | -0.82 | -0.85 | 0.35 |
| Standard Deviation(%) | NA | 21.36 | 18.54 | 18.82 | NA | NA | NA | … | … | 25.49 | 16.64 | 17.51 | 17.04 | 19.65 | 18.94 | 21.48 | 35.21 | 23.80 |
| Draw Down(%) | NA | 23.77 | 25.69 | 33.52 | NA | NA | NA | … | … | 19.08 | 11.96 | 16.21 | 12.18 | 17.05 | 12.51 | 15.11 | 29.69 | 11.01 |
| Yield(%) | 0.00 | 23.55 | 10.98 | 10.71 | 9.22 | 6.15 | 4.61 | … | … | 12.73 | 11.18 | 4.85 | 3.04 | 9.12 | 13.72 | 12.80 | 9.87 | 0.80 |
Data as of 05/14/2018, Common starting date is 05/28/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSMX (SMALL-CAP MOMENTUM FUND CLASS N) |
3.05%
Oct 2013 – Oct 2016 |
5.91%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSMX (SMALL-CAP MOMENTUM FUND CLASS N) |
19.84%
Aug 2010 – Aug 2013 |
15.67%
Jun 2010 – Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart