Performance: Brasada Municipal Bond



Historic Returns
Return Statistics
Quantitative Statistics
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 1.19% - - - - - - - - - - - 1.19%
2019 0.82% 0.43% 0.85% 0.18% 0.88% 0.38% 0.68% 0.93% -0.53% 0.27% 0.12% 0.27% 5.40%
2018 -0.60% -0.28% 0.26% -0.36% 0.89% 0.15% 0.32% 0.09% -0.64% -0.32% 0.96% 1.04% 1.50%
2017 0.57% 0.51% 0.25% 0.65% 0.85% -0.19% 0.57% 0.55% -0.35% 0.10% -0.66% 0.49% 3.38%
2016 0.84% 0.26% 0.04% 0.41% -0.02% 0.80% 0.24% 0% -0.10% -0.32% -2.14% 0.51% 0.49%
2015 1.11% -0.40% 0.23% -0.07% -0.16% 0.08% 0.36% 0.24% 0.42% 0.32% 0.01% 0.30% 2.46%
2014 1.00% 0.69% 0.01% 0.68% 0.86% -0.34% 0.12% 0.61% 0.21% 0.51% 0.23% 0.07% 4.74%
2013 0.30% 0.30% -0.01% 0.63% -0.55% -1.41% -0.08% -2.37% 2.95% 0.54% -0.10% -0.16% -0.05%
2012 1.40% 0.13% -0.35% 0.96% 0.56% 0.05% 0.89% 0.12% 0.47% 0.19% 0.71% -0.39% 4.83%
2011 -0.20% 0.84% 0.13% 1.17% 0.99% 0.23% 0.72% 1.26% -1.67% 1.65% 0.56% 1.33% 7.19%
2010 0.88% 1.00% -0.33% 0.86% 0.80% 0.19% 1.28% 1.79% -0.22% -0.07% -0.91% -0.85% 4.47%
2009 3.87% -5.76% 4.24% 1.70% 0.97% -2.94% 0.05% 4.15% 3.87% -3.83% 3.27% 0.10% 9.43%
2008 0.47% -0.01% 0.73% 0.58% 0.70% -0.41% 0.52% 1.18% -2.68% -0.49% 0.55% 1.59% 2.70%
  Brasada Municipal Bond Barclays 1-10 Year Muni Index
Cumulative Return: 59.14% 54.24%
1 Year Return: 5.79% 6.07%
3 Year Return: 11.28% 11.66%
5 Year Return: 13.96% 13.59%
Standard Deviation (Annual): 4.13% 2.89%
Standard Deviation (Monthly): 1.19% 0.83%
Downside Deviation (Monthly): 1.11% 0.91%
  Brasada Municipal Bond Barclays 1-10 Year Muni Index
Sharpe Ratio (Annualized): -0.23 -0.43
Sortino: -0.33 -0.56

 

Brasada Municipal Bond vs. Barclays 1-10 Year Muni Index
Beta: 0.97
Alpha: 0.03
R: 0.68
R Squared: 0.46


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