Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGNCB (AGNC Investment Corp) | NA | 5.90% | 7.94% | 8.21% | NA | NA | NA | … | … |
Data as of 12/04/2019, Common starting date is 05/12/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGNCB (AGNC Investment Corp) | 05/12/2014 | 12/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.90 | 7.94 | 8.21 | NA | NA | NA | … | … | 3.46 | 1.63 | 10.83 | 14.48 | 2.64 | 6.39 |
| Sharpe Ratio | NA | 0.48 | 0.94 | 0.96 | NA | NA | NA | … | … | 0.47 | 0.05 | 1.23 | 1.70 | 0.30 | 1.80 |
| Standard Deviation(%) | NA | 5.11 | 6.59 | 7.39 | NA | NA | NA | … | … | 4.89 | 5.96 | 8.31 | 8.38 | 8.74 | 5.62 |
| Draw Down(%) | NA | 2.97 | 3.72 | 8.47 | NA | NA | NA | … | … | 2.97 | 3.72 | 3.06 | 5.87 | 8.47 | 3.23 |
| Yield(%) | 0.00 | 7.54 | 7.72 | 7.80 | 4.26 | 2.84 | 2.13 | … | … | 5.72 | 7.48 | 7.73 | 8.14 | 7.76 | 5.37 |
Data as of 12/04/2019, Common starting date is 05/12/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCB (AGNC Investment Corp) |
6.60%
Aug 2016 – Aug 2019 |
8.34%
Nov 2014 – Nov 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCB (AGNC Investment Corp) |
10.66%
Jul 2015 – Jul 2018 |
8.87%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart