Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHMI-PB (Cherry Hill Mortgage Investment Corporation) | 6.39% | 11.14% | 15.80% | 8.81% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 02/06/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHMI-PB (Cherry Hill Mortgage Investment Corporation) | 02/06/2019 | 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 (%) | 1.05 | 11.14 | 15.80 | 8.81 | NA | NA | NA | … | … | 6.39 | 7.28 | 15.32 | 28.20 | -13.44 | 21.31 | -2.45 | 12.56 |
| Sharpe Ratio | NA | 0.68 | 1.16 | 0.43 | NA | NA | NA | … | … | 1.11 | 0.41 | 1.46 | 1.44 | -0.74 | 2.69 | -0.02 | 1.95 |
| Standard Deviation(%) | NA | 9.53 | 10.68 | 13.75 | NA | NA | NA | … | … | 9.27 | 10.69 | 8.01 | 17.14 | 20.20 | 7.91 | 127.41 | 6.48 |
| Draw Down(%) | NA | 2.80 | 6.61 | 28.21 | NA | NA | NA | … | … | 2.80 | 6.46 | 5.58 | 8.91 | 28.08 | 2.48 | 72.36 | 3.04 |
| Yield(%) | 0.00 | 10.42 | 11.51 | 8.88 | 6.54 | 4.36 | 3.27 | … | … | 2.54 | 10.54 | 11.20 | 10.43 | 8.14 | 9.08 | 9.03 | 7.78 |
Data as of 06/11/2026, Common starting date is 02/06/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHMI-PB (Cherry Hill Mortgage Investment Corporation) |
-3.09%
Oct 2019 – Oct 2022 |
7.93%
Apr 2021 – Apr 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHMI-PB (Cherry Hill Mortgage Investment Corporation) |
24.11%
Mar 2020 – Mar 2023 |
21.81%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart