Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGNCM (AGNC Investment Corp) | 4.40% | 10.66% | 13.75% | 7.61% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 03/07/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGNCM (AGNC Investment Corp) | 03/07/2019 | 06/11/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 10.66 | 13.75 | 7.61 | NA | NA | NA | … | … | 4.40 | 5.20 | 18.72 | 27.86 | -16.44 | 10.75 | 4.28 | 10.00 |
| Sharpe Ratio | NA | 1.47 | 1.16 | 0.40 | NA | NA | NA | … | … | 1.30 | 0.28 | 2.52 | 1.46 | -0.85 | 1.22 | 0.06 | 2.62 |
| Standard Deviation(%) | NA | 5.94 | 8.97 | 13.35 | NA | NA | NA | … | … | 6.30 | 8.41 | 5.98 | 16.76 | 21.06 | 8.81 | 64.57 | 4.15 |
| Draw Down(%) | NA | 3.64 | 13.96 | 28.38 | NA | NA | NA | … | … | 3.64 | 6.49 | 1.51 | 13.96 | 28.38 | 3.93 | 55.99 | 2.45 |
| Yield(%) | 0.00 | 8.84 | 9.55 | 7.46 | 5.39 | 3.59 | 2.69 | … | … | 2.09 | 8.85 | 9.55 | 8.51 | 6.64 | 7.01 | 6.64 | 5.94 |
Data as of 06/11/2026, Common starting date is 03/07/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCM (AGNC Investment Corp) |
-3.30%
Oct 2019 – Oct 2022 |
6.98%
Aug 2019 – Aug 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCM (AGNC Investment Corp) |
19.93%
Oct 2022 – Oct 2025 |
14.29%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart