Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFC-PE (Ellington Financial Inc.) | NA | 14.83% | NA | NA | NA | NA | NA | … | … |
Data as of 12/13/2024, Common starting date is 12/08/2023
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFC-PE (Ellington Financial Inc.) | 12/08/2023 | 12/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.08 | 14.83 | NA | NA | NA | NA | NA | … | … | 12.43 | 2.35 |
| Sharpe Ratio | NA | 1.78 | NA | NA | NA | NA | NA | … | … | 1.61 | 4.00 |
| Standard Deviation(%) | NA | 4.60 | NA | NA | NA | NA | NA | … | … | 3.88 | 12.09 |
| Draw Down(%) | NA | 1.13 | NA | NA | NA | NA | NA | … | … | 1.13 | 1.09 |
| Yield(%) | 0.00 | 10.05 | 3.36 | 2.01 | 1.01 | 0.67 | 0.50 | … | … | 7.94 | 2.10 |
Data as of 12/13/2024, Common starting date is 12/08/2023
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC-PE (Ellington Financial Inc.) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC-PE (Ellington Financial Inc.) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart