Performance: Brasada Municipal Bond
|
Historic Returns
|
Return Statistics
|
Quantitative Statistics
|
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 0.27% | -1.12% | 0.35% | 0.55% | - | - | - | - | - | - | - | - | 0.04% |
| 2020 | 1.19% | 0.69% | -1.77% | -0.40% | 2.51% | 0.11% | 0.93% | -0.26% | 0.06% | -0.16% | 0.84% | 0.31% | 4.06% |
| 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: | 63.73% | 59.13% |
| 1 Year Return: | 4.44% | 5.44% |
| 3 Year Return: | 12.48% | 13.29% |
| 5 Year Return: | 13.93% | 13.98% |
| Standard Deviation (Annual): | 4.06% | 2.98% |
| Standard Deviation (Monthly): | 1.17% | 0.86% |
| Downside Deviation (Monthly): | 1.10% | 0.93% |
| Brasada Municipal Bond | Barclays 1-10 Year Muni Index | |
| Sharpe Ratio (Annualized): | -0.27 | -0.46 |
| Sortino: | -0.38 | -0.58 |
| Brasada Municipal Bond vs. | Barclays 1-10 Year Muni Index | |
|---|---|---|
| Beta: | 0.96 | |
| Alpha: | 0.03 | |
| R: | 0.70 | |
| R Squared: | 0.49 | |
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