Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANH-PC (Anworth Mortgage Asset Corporation) | NA | 45.63% | 0.12% | 1.88% | NA | NA | NA | … | … |
Data as of 03/19/2021, Common starting date is 01/29/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANH-PC (Anworth Mortgage Asset Corporation) | 01/29/2015 | 03/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 45.63 | 0.12 | 1.88 | NA | NA | NA | … | … | 2.95 | -3.55 | 5.54 | -4.61 | 1.74 | 4.92 | -3.36 |
| Sharpe Ratio | NA | 0.52 | -0.01 | 0.02 | NA | NA | NA | … | … | 2.60 | -0.04 | 0.77 | -0.91 | 0.25 | 0.31 | -0.39 |
| Standard Deviation(%) | NA | 87.58 | 61.51 | 47.95 | NA | NA | NA | … | … | 5.68 | 106.12 | 5.36 | 6.52 | 4.39 | 15.23 | 9.49 |
| Draw Down(%) | NA | 55.70 | 70.34 | 70.58 | NA | NA | NA | … | … | 1.06 | 70.02 | 2.33 | 7.09 | 2.28 | 9.59 | 7.02 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/19/2021, Common starting date is 01/29/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH-PC (Anworth Mortgage Asset Corporation) |
-18.98%
Mar 2017 – Mar 2020 |
-11.72%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH-PC (Anworth Mortgage Asset Corporation) |
4.10%
Feb 2016 – Feb 2019 |
2.60%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart