Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFC-PD (Ellington Financial Inc.) | -2.45% | 8.29% | 14.71% | 6.36% | NA | NA | NA | … | … |
Data as of 06/09/2026, Common starting date is 05/16/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFC-PD (Ellington Financial Inc.) | 05/16/2017 | 06/09/2026 |
| 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 (%) | -0.17 | 8.29 | 14.71 | 6.36 | NA | NA | NA | … | … | -2.45 | 8.14 | 18.76 | 34.78 | -21.45 | 24.38 | 8.92 | -2.78 | -12.79 | 5.68 |
| Sharpe Ratio | NA | 0.09 | 0.41 | 0.13 | NA | NA | NA | … | … | -0.53 | 0.20 | 0.53 | 0.77 | -0.74 | 1.89 | 0.07 | -0.21 | -1.15 | 0.79 |
| Standard Deviation(%) | NA | 15.08 | 27.91 | 28.82 | NA | NA | NA | … | … | 14.89 | 26.03 | 28.62 | 40.88 | 31.06 | 12.91 | 124.74 | 19.92 | 12.36 | 10.73 |
| Draw Down(%) | NA | 7.42 | 14.32 | 33.88 | NA | NA | NA | … | … | 7.42 | 14.32 | 12.02 | 17.03 | 33.88 | 6.61 | 73.66 | 12.18 | 14.44 | 7.25 |
| Yield(%) | 0.00 | 7.63 | 9.04 | 6.97 | 4.63 | 3.09 | 2.32 | … | … | 1.82 | 7.29 | 8.03 | 9.49 | 7.16 | 8.29 | 8.29 | 0.00 | 0.00 | 0.00 |
Data as of 06/09/2026, Common starting date is 05/16/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC-PD (Ellington Financial Inc.) |
-9.48%
Jul 2017 – Jul 2020 |
-4.06%
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 |
|---|---|---|---|---|
| EFC-PD (Ellington Financial Inc.) |
25.68%
Sep 2022 – Sep 2025 |
22.16%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart