Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLY-PF (Annaly Capital Management Inc) | 4.85% | 11.48% | 11.05% | 9.10% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 07/28/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLY-PF (Annaly Capital Management Inc) | 07/28/2017 | 06/11/2026 |
| 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 (%) | -0.08 | 11.48 | 11.05 | 9.10 | NA | NA | NA | … | … | 4.85 | 8.63 | 13.34 | 14.21 | 2.82 | 8.44 | 5.10 | 11.66 | 2.64 | 6.95 |
| Sharpe Ratio | NA | 1.79 | 1.30 | 0.68 | NA | NA | NA | … | … | 1.94 | 0.87 | 2.22 | 1.00 | 0.09 | 1.23 | 0.06 | 1.80 | 0.24 | 2.87 |
| Standard Deviation(%) | NA | 4.61 | 6.15 | 9.74 | NA | NA | NA | … | … | 4.63 | 6.62 | 4.38 | 10.62 | 16.31 | 6.84 | 84.56 | 5.67 | 5.23 | 5.70 |
| Draw Down(%) | NA | 2.09 | 7.12 | 10.48 | NA | NA | NA | … | … | 2.03 | 6.34 | 1.29 | 7.12 | 10.48 | 2.65 | 57.77 | 2.35 | 3.89 | 1.47 |
| Yield(%) | 0.00 | 9.14 | 9.90 | 8.76 | 7.31 | 4.87 | 3.65 | … | … | 4.35 | 9.16 | 10.29 | 10.42 | 7.25 | 6.93 | 6.68 | 6.92 | 6.64 | 2.90 |
Data as of 06/11/2026, Common starting date is 07/28/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY-PF (Annaly Capital Management Inc) |
1.97%
Oct 2017 – Oct 2020 |
5.47%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY-PF (Annaly Capital Management Inc) |
18.51%
Mar 2020 – Mar 2023 |
17.13%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart