Performance: Brasada U.S. Equity



Historic Returns
Return Statistics
Quantitative Statistics
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2017 2.38% 3.22% 0.24% 1.44% 0.85% 0.87% 2.73% -0.98% 3.74% - - - 15.35%
2016 -7.84% -1.29% 6.54% 0.14% 1.85% -0.03% 3.99% 0.23% 0.21% -3.07% 5.27% -0.32% 4.98%
2015 -4.13% 6.02% 1.20% -1.53% 2.81% -0.57% 3.64% -7.47% -3.63% 9.53% 2.07% -4.34% 2.33%
2014 -2.59% 5.43% -0.39% -1.64% 2.59% 2.80% -1.99% 6.94% -1.11% -0.39% -1.35% 0.03% 8.13%
2013 5.53% -0.08% 3.92% 1.55% 3.44% -0.18% 3.80% -2.75% 4.31% 2.81% 2.16% 1.58% 29.08%
2012 4.93% 5.50% 3.18% -1.45% -6.60% 2.13% 1.40% 3.07% 0.84% -1.52% -0.13% 1.95% 13.47%
2011 1.31% 5.96% 1.61% 3.43% -1.76% -0.23% 0.04% -7.64% -9.00% 12.06% -0.91% 0.76% 4.02%
2010 -3.35% 5.54% 6.74% 3.25% -9.10% -5.15% 7.18% -6.10% 11.88% 4.40% 2.22% 6.89% 24.49%
2009 -6.25% -7.31% 4.61% 5.96% 2.92% 0.24% 9.60% 2.28% 6.29% -3.96% 6.45% 2.17% 23.68%
2008 0.09% 0.17% 0.20% 0.04% 0.07% -1.54% -0.86% -0.22% -1.22% -0.75% -3.55% -1.04% -8.34%
  Brasada U.S. Equity S&P 500
Cumulative Return 188.14% 111.98%
1 Year Return 17.33% 18.63%
3 Year Return: 21.81% 36.14%
5 Year Return: 73.43% 94.54%
Standard Deviation (Annual): 14.15% 15.24%
Standard Deviation (Monthly): 4.08% 4.40%
Downside Deviation (Monthly): 2.80% 3.41%
  Brasada U.S. Equity S&P 500
Sharpe Ratio (Annualized): 0.49 0.26
Sortino: 0.67 0.25

 

Brasada U.S. Equity vs. S&P 500
Beta: 0.77
Alpha: 0.42
R: 0.83
R Squared: 0.69


This material is for informational purposes only and is not a solicitation or an offer to buy any security or instrument or to participate in any trading strategy. Any projections, estimates, forecasts, targets, prospects, returns and/or opinions contained in these materials involve elements of subjective judgment and analysis and are based upon the best judgment of Brasada Capital Management as of the date of these materials. Brasada Capital Management does not take responsibility for such projections, estimates, forecasts, targets, prospects, returns and/or opinions. Any valuations, forecasts, targets, opinions and projections expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others. No representation or warranty is given as to the achievement or reasonableness of, and no reliance should be placed on, any valuations, forecasts, targets, estimates, opinions or projections contained in these materials.

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In addition to management fees, the managed accounts will also bear its share of expenses and fees charged by underlying investments. The fees deducted herein represent the highest fee incurred by any managed account during the relevant period. Past performance is no guarantee of future results.

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