Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIM-PB (Chimera Investment Corporation) | 7.92% | 8.56% | 18.68% | 8.41% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 02/27/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIM-PB (Chimera Investment Corporation) | 02/27/2017 | 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 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.65 | 8.56 | 18.68 | 8.41 | NA | NA | NA | … | … | 7.92 | 4.13 | 17.55 | 29.74 | -15.35 | 21.33 | -7.19 | 13.10 | 7.00 | 10.46 |
| Sharpe Ratio | NA | 1.09 | 1.45 | 0.44 | NA | NA | NA | … | … | 2.41 | 0.13 | 2.09 | 1.32 | -0.73 | 2.31 | -0.07 | 1.96 | 0.89 | 1.88 |
| Standard Deviation(%) | NA | 7.93 | 10.46 | 14.96 | NA | NA | NA | … | … | 9.19 | 9.33 | 6.67 | 20.01 | 22.95 | 9.24 | 105.57 | 5.93 | 6.36 | 6.26 |
| Draw Down(%) | NA | 7.10 | 8.69 | 28.37 | NA | NA | NA | … | … | 7.10 | 8.69 | 2.27 | 17.64 | 28.37 | 3.28 | 70.87 | 1.74 | 3.38 | 2.80 |
| Yield(%) | 0.00 | 10.23 | 13.21 | 8.84 | 8.05 | 5.36 | 4.02 | … | … | 5.21 | 10.31 | 10.86 | 9.83 | 7.86 | 8.85 | 7.45 | 7.88 | 7.80 | 6.74 |
Data as of 06/10/2026, Common starting date is 02/27/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIM-PB (Chimera Investment Corporation) |
-10.13%
Mar 2017 – Mar 2020 |
-0.10%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIM-PB (Chimera Investment Corporation) |
22.71%
Sep 2022 – Sep 2025 |
21.02%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart