Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRZ-PB (New Residential Investment Corp) | NA | -17.74% | 0.98% | NA | NA | NA | NA | … | … |
Data as of 10/03/2022, Common starting date is 08/12/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRZ-PB (New Residential Investment Corp) | 08/12/2019 | 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 (%) | -0.10 | -17.74 | 0.98 | NA | NA | NA | NA | … | … | -20.09 | 16.32 | 6.23 | 6.18 |
| Sharpe Ratio | NA | -1.10 | 0.01 | NA | NA | NA | NA | … | … | -1.37 | 2.14 | 0.06 | 3.70 |
| Standard Deviation(%) | NA | 17.22 | 63.59 | NA | NA | NA | NA | … | … | 19.59 | 7.63 | 108.30 | 4.20 |
| Draw Down(%) | NA | 22.88 | 70.24 | NA | NA | NA | NA | … | … | 22.88 | 3.83 | 70.24 | 1.11 |
| Yield(%) | 0.00 | 7.17 | 9.05 | 5.53 | 2.76 | 1.84 | 1.38 | … | … | 5.31 | 7.69 | 12.50 | 1.81 |
Data as of 10/03/2022, Common starting date is 08/12/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ-PB (New Residential Investment Corp) |
0.49%
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-PB (New Residential Investment Corp) |
0.49%
Sep 2019 – Sep 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart