Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRZ-PA (New Residential Investment Corp) | NA | -14.14% | 1.84% | NA | NA | NA | NA | … | … |
Data as of 10/03/2022, Common starting date is 06/27/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRZ-PA (New Residential Investment Corp) | 06/27/2019 | 10/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.32 | -14.14 | 1.84 | NA | NA | NA | NA | … | … | -17.32 | 14.13 | 8.36 | 7.50 |
| Sharpe Ratio | NA | -0.96 | 0.02 | NA | NA | NA | NA | … | … | -1.28 | 1.89 | 0.08 | 2.34 |
| Standard Deviation(%) | NA | 16.00 | 60.57 | NA | NA | NA | NA | … | … | 18.17 | 7.48 | 103.21 | 5.97 |
| Draw Down(%) | NA | 22.47 | 67.85 | NA | NA | NA | NA | … | … | 22.47 | 4.01 | 67.85 | 2.34 |
| Yield(%) | 0.00 | 7.37 | 9.30 | 5.81 | 2.90 | 1.94 | 1.45 | … | … | 5.46 | 7.75 | 12.61 | 2.73 |
Data as of 10/03/2022, Common starting date is 06/27/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ-PA (New Residential Investment Corp) |
0.03%
Sep 2019 – Sep 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ-PA (New Residential Investment Corp) |
5.36%
Jul 2019 – Jul 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart