Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGNCP (AGNC Investment Corp.) | 5.11% | 10.99% | 14.81% | 7.53% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 02/05/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGNCP (AGNC Investment Corp.) | 02/05/2020 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 10.99 | 14.81 | 7.53 | NA | NA | NA | … | … | 5.11 | 8.44 | 20.65 | 21.41 | -17.79 | 12.49 | 2.16 |
| Sharpe Ratio | NA | 1.75 | 1.54 | 0.40 | NA | NA | NA | … | … | 1.87 | 0.87 | 2.58 | 1.17 | -0.98 | 1.61 | 0.03 |
| Standard Deviation(%) | NA | 4.50 | 7.51 | 12.20 | NA | NA | NA | … | … | 4.47 | 6.42 | 6.59 | 15.31 | 19.60 | 7.76 | 77.30 |
| Draw Down(%) | NA | 3.62 | 10.40 | 28.96 | NA | NA | NA | … | … | 3.62 | 5.79 | 2.03 | 13.08 | 28.96 | 4.47 | 60.54 |
| Yield(%) | 0.00 | 9.15 | 8.54 | 6.66 | 4.09 | 2.72 | 2.04 | … | … | 2.19 | 8.60 | 7.02 | 7.87 | 6.05 | 6.45 | 5.69 |
Data as of 06/10/2026, Common starting date is 02/05/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCP (AGNC Investment Corp.) |
3.94%
Dec 2020 – Dec 2023 |
7.54%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCP (AGNC Investment Corp.) |
18.46%
Oct 2022 – Oct 2025 |
14.49%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart