Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLY (Annaly Capital Management, Inc.) | -0.99% | 26.52% | 15.95% | 1.87% | 5.51% | 4.24% | 8.18% | … | … |
Data as of 06/10/2026, Common starting date is 10/08/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLY (Annaly Capital Management, Inc.) | 10/08/1997 | 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 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.13 | 26.52 | 15.95 | 1.87 | 5.51 | 4.24 | 8.18 | … | … | -0.99 | 40.00 | 8.07 | 4.94 | -21.41 | 2.48 | 2.38 | 7.22 | -7.22 | 31.92 | 19.20 | -2.19 | 20.64 | -20.01 | -0.05 | 2.44 | 19.91 | 27.15 | -0.20 | 39.43 | 33.02 | -40.58 | 18.63 | 8.65 | 35.99 | 100.04 | 17.58 | 6.06 | -25.00 | -12.87 |
| Sharpe Ratio | NA | 1.40 | 0.66 | -0.03 | 0.13 | NA | NA | … | … | -0.32 | 1.71 | 0.24 | 0.05 | -0.63 | 0.13 | 0.03 | 0.41 | -0.59 | 2.26 | 1.16 | -0.16 | 1.44 | -0.79 | -0.01 | 0.11 | 1.08 | 0.70 | -0.01 | 1.20 | 1.24 | -1.58 | 0.84 | 0.31 | 1.24 | 3.42 | 0.49 | 0.10 | -0.74 | -1.42 |
| Standard Deviation(%) | NA | 18.56 | 21.67 | 25.56 | 28.07 | NA | NA | … | … | 21.41 | 21.79 | 18.61 | 27.21 | 36.53 | 18.31 | 60.83 | 14.01 | 14.53 | 13.89 | 16.35 | 14.23 | 14.27 | 25.34 | 14.63 | 20.98 | 18.29 | 38.86 | 80.06 | 30.29 | 24.03 | 27.08 | 20.94 | 25.22 | 28.20 | 29.17 | 27.07 | 26.57 | 38.36 | 34.31 |
| Draw Down(%) | NA | 14.88 | 26.70 | 52.12 | 60.09 | NA | NA | … | … | 14.88 | 18.46 | 10.06 | 32.46 | 47.83 | 14.20 | 60.09 | 17.19 | 15.64 | 10.82 | 9.95 | 12.21 | 7.94 | 35.28 | 18.38 | 13.46 | 14.87 | 22.55 | 40.87 | 18.21 | 15.03 | 43.37 | 21.67 | 24.54 | 21.11 | 14.94 | 17.73 | 28.02 | 40.76 | 21.95 |
| Yield(%) | 0.00 | 14.46 | 13.06 | 24.31 | 15.78 | 9.21 | 13.86 | … | … | 3.06 | 15.23 | 13.50 | 12.13 | 27.36 | 10.69 | 9.60 | 10.62 | 10.28 | 11.90 | 12.59 | 10.87 | 11.99 | 10.47 | 12.76 | 13.65 | 15.22 | 16.63 | 11.49 | 7.42 | 5.03 | 5.36 | 10.61 | 10.37 | 16.95 | 20.00 | 13.73 | 0.00 | 0.00 | 0.00 |
Data as of 06/10/2026, Common starting date is 10/08/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY (Annaly Capital Management, Inc.) |
-13.68%
Mar 2017 – Mar 2020 |
-8.51%
Sep 2017 – Sep 2022 |
-1.99%
Sep 2012 – Sep 2022 |
2.52%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY (Annaly Capital Management, Inc.) |
51.09%
Jul 2000 – Jul 2003 |
34.50%
Feb 2000 – Feb 2005 |
20.91%
Feb 2000 – Feb 2010 |
14.41%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart