Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGNCN (AGNC Investment Corp.) | 4.89% | 10.81% | 11.32% | 9.26% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 08/17/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGNCN (AGNC Investment Corp.) | 08/17/2017 | 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 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.70 | 10.81 | 11.32 | 9.26 | NA | NA | NA | … | … | 4.89 | 7.77 | 15.21 | 9.13 | 6.33 | 7.93 | 6.08 | 9.82 | 5.21 | 5.92 |
| Sharpe Ratio | NA | 1.62 | 1.17 | 0.72 | NA | NA | NA | … | … | 1.83 | 0.67 | 1.89 | 0.53 | 0.35 | 0.91 | 0.09 | 1.52 | 0.56 | 2.11 |
| Standard Deviation(%) | NA | 5.10 | 7.08 | 9.51 | NA | NA | NA | … | … | 4.63 | 7.28 | 6.11 | 10.32 | 14.06 | 8.69 | 61.36 | 5.49 | 6.84 | 7.59 |
| Draw Down(%) | NA | 2.67 | 7.17 | 13.62 | NA | NA | NA | … | … | 2.67 | 6.02 | 1.65 | 7.17 | 12.23 | 4.90 | 53.34 | 1.72 | 4.07 | 3.55 |
| Yield(%) | 0.00 | 9.29 | 10.07 | 8.75 | 7.17 | 4.78 | 3.59 | … | … | 2.23 | 9.40 | 10.70 | 10.50 | 7.35 | 6.99 | 6.71 | 6.89 | 6.81 | 2.81 |
Data as of 06/11/2026, Common starting date is 08/17/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCN (AGNC Investment Corp.) |
1.84%
Oct 2017 – Oct 2020 |
4.65%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCN (AGNC Investment Corp.) |
14.90%
Mar 2020 – Mar 2023 |
15.10%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart