Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NLY-PI (Annaly Capital Management Inc) | 3.67% | 10.69% | 11.92% | 7.77% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 06/24/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLY-PI (Annaly Capital Management Inc) | 06/24/2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 10.69 | 11.92 | 7.77 | NA | NA | NA | … | … | 3.67 | 9.22 | 15.35 | 16.58 | -9.46 | 10.60 | 5.66 | 8.67 |
| Sharpe Ratio | NA | 2.06 | 1.25 | 0.48 | NA | NA | NA | … | … | 1.70 | 1.02 | 2.27 | 1.07 | -0.57 | 1.35 | 0.07 | 2.96 |
| Standard Deviation(%) | NA | 3.87 | 6.71 | 11.15 | NA | NA | NA | … | … | 3.51 | 6.21 | 5.17 | 12.23 | 19.20 | 7.85 | 73.48 | 5.39 |
| Draw Down(%) | NA | 2.00 | 7.95 | 24.31 | NA | NA | NA | … | … | 2.00 | 6.01 | 1.48 | 9.84 | 24.31 | 3.64 | 53.80 | 2.17 |
| Yield(%) | 0.00 | 9.26 | 9.28 | 7.62 | 5.36 | 3.58 | 2.68 | … | … | 4.39 | 9.36 | 8.79 | 7.53 | 6.41 | 6.61 | 6.44 | 3.48 |
Data as of 06/10/2026, Common starting date is 06/24/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY-PI (Annaly Capital Management Inc) |
-0.54%
Oct 2019 – Oct 2022 |
6.96%
Sep 2019 – Sep 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLY-PI (Annaly Capital Management Inc) |
15.99%
Oct 2022 – Oct 2025 |
15.71%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart