Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMO-PE (Capstead Mortgage Corporation) | NA | 16.04% | 9.13% | 8.51% | NA | NA | NA | … | … |
Data as of 10/18/2021, Common starting date is 05/13/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMO-PE (Capstead Mortgage Corporation) | 05/13/2013 | 10/18/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 16.04 | 9.13 | 8.51 | NA | NA | NA | … | … | 9.69 | -2.61 | 5.47 | -5.56 | 5.45 | 1.22 | -4.16 | 8.49 | -8.27 |
| Sharpe Ratio | NA | 2.37 | 0.13 | 0.15 | NA | NA | NA | … | … | 2.18 | -0.03 | 0.55 | -1.02 | 0.85 | 0.09 | -0.53 | 1.25 | -1.18 |
| Standard Deviation(%) | NA | 6.94 | 64.67 | 50.24 | NA | NA | NA | … | … | 5.65 | 111.40 | 7.34 | 6.75 | 5.67 | 11.49 | 7.97 | 6.81 | 10.76 |
| Draw Down(%) | NA | 4.44 | 67.50 | 67.50 | NA | NA | NA | … | … | 1.84 | 67.50 | 4.43 | 7.34 | 3.00 | 8.63 | 7.86 | 2.86 | 10.26 |
| Yield(%) | 0.00 | 7.94 | 7.60 | 7.57 | 6.36 | 4.24 | 3.18 | … | … | 5.81 | 7.42 | 7.77 | 7.48 | 7.82 | 7.93 | 7.59 | 8.17 | 5.06 |
Data as of 10/18/2021, Common starting date is 05/13/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMO-PE (Capstead Mortgage Corporation) |
-1.22%
Mar 2017 – Mar 2020 |
2.28%
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 |
|---|---|---|---|---|
| CMO-PE (Capstead Mortgage Corporation) |
11.28%
Aug 2013 – Aug 2016 |
9.74%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart