Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTGE (MTGE Investment Corp) | NA | 15.55% | 20.84% | 11.81% | NA | NA | NA | … | … |
Data as of 09/17/2018, Common starting date is 08/05/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTGE (MTGE Investment Corp) | 08/05/2011 | 09/17/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 15.55 | 20.84 | 11.81 | NA | NA | NA | … | … | 7.03 | 17.83 | 12.46 | -25.90 | 7.90 | -39.52 | 45.34 | 6.63 |
| Sharpe Ratio | NA | 0.13 | 0.44 | -0.25 | NA | NA | NA | … | … | 0.50 | 1.06 | 0.64 | -1.66 | 0.56 | -0.99 | 2.37 | 0.56 |
| Standard Deviation(%) | NA | 17.02 | 17.78 | 26.17 | NA | NA | NA | … | … | 17.69 | 16.36 | 19.03 | 15.65 | 14.05 | 40.11 | 19.28 | 30.61 |
| Draw Down(%) | NA | 17.38 | 21.26 | 55.92 | NA | NA | NA | … | … | 11.35 | 10.58 | 14.92 | 28.65 | 8.55 | 48.25 | 13.36 | 19.32 |
| Yield(%) | 0.00 | 12.04 | 12.05 | 10.37 | 9.06 | 6.04 | 4.53 | … | … | 7.56 | 11.21 | 11.36 | 9.39 | 14.72 | 12.39 | 19.01 | 5.37 |
Data as of 09/17/2018, Common starting date is 08/05/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGE (MTGE Investment Corp) |
-9.47%
Jan 2013 – Jan 2016 |
3.41%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGE (MTGE Investment Corp) |
21.21%
Aug 2015 – Aug 2018 |
14.82%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart