Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLY-PG (Annaly Capital Management Inc) | 4.67% | 10.24% | 11.57% | 8.29% | NA | NA | NA | … | … |
Data as of 06/12/2026, Common starting date is 01/10/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLY-PG (Annaly Capital Management Inc) | 01/10/2018 | 06/12/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.16 | 10.24 | 11.57 | 8.29 | NA | NA | NA | … | … | 4.67 | 6.93 | 13.54 | 17.19 | -2.76 | 10.37 | 5.99 | 16.16 | 0.51 |
| Sharpe Ratio | NA | 1.68 | 1.03 | 0.50 | NA | NA | NA | … | … | 1.58 | 0.50 | 1.78 | 0.97 | -0.22 | 1.58 | 0.06 | 2.48 | -0.15 |
| Standard Deviation(%) | NA | 5.47 | 8.03 | 11.80 | NA | NA | NA | … | … | 5.78 | 8.13 | 5.56 | 14.01 | 19.33 | 6.53 | 90.71 | 5.92 | 5.84 |
| Draw Down(%) | NA | 2.51 | 10.26 | 19.41 | NA | NA | NA | … | … | 2.51 | 7.85 | 1.79 | 10.26 | 19.41 | 2.70 | 61.30 | 2.62 | 5.56 |
| Yield(%) | 0.00 | 8.56 | 9.68 | 8.08 | 6.59 | 4.40 | 3.30 | … | … | 4.08 | 8.62 | 9.85 | 9.69 | 6.38 | 6.63 | 7.49 | 7.06 | 6.44 |
Data as of 06/12/2026, Common starting date is 01/10/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY-PG (Annaly Capital Management Inc) |
-0.60%
Oct 2019 – Oct 2022 |
6.73%
Mar 2018 – Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY-PG (Annaly Capital Management Inc) |
18.71%
Mar 2020 – Mar 2023 |
16.45%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart