Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRZ (New Residential Investment Corp) | NA | -26.19% | -14.16% | -6.91% | NA | NA | NA | … | … |
Data as of 10/03/2022, Common starting date is 05/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRZ (New Residential Investment Corp) | 05/02/2013 | 10/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.54 | -26.19 | -14.16 | -6.91 | NA | NA | NA | … | … | -27.19 | 17.07 | -34.36 | 28.46 | -10.35 | 27.83 | 47.94 | 7.75 | 21.02 | 19.30 |
| Sharpe Ratio | NA | -0.73 | -0.22 | -0.14 | NA | NA | NA | … | … | -0.84 | 0.63 | -0.32 | 1.61 | -0.59 | 1.45 | 1.67 | 0.27 | 1.09 | 0.97 |
| Standard Deviation(%) | NA | 37.92 | 67.67 | 53.67 | NA | NA | NA | … | … | 42.23 | 27.04 | 107.58 | 16.79 | 19.62 | 18.89 | 28.59 | 28.85 | 19.23 | 31.10 |
| Draw Down(%) | NA | 36.61 | 81.11 | 81.11 | NA | NA | NA | … | … | 36.61 | 15.35 | 81.11 | 14.86 | 22.93 | 11.07 | 19.51 | 37.84 | 9.31 | 16.31 |
| Yield(%) | 0.00 | 6.94 | 5.45 | 7.56 | 12.54 | 8.36 | 6.27 | … | … | 6.84 | 9.49 | 3.07 | 13.96 | 11.37 | 12.52 | 15.18 | 13.54 | 21.11 | 17.62 |
Data as of 10/03/2022, Common starting date is 05/02/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ (New Residential Investment Corp) |
-25.59%
Mar 2017 – Mar 2020 |
-9.57%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ (New Residential Investment Corp) |
31.63%
Nov 2013 – Nov 2016 |
27.53%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart