Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYMT (New York Mortgage Trust Inc) | NA | 25.21% | -1.62% | 4.52% | -0.35% | 4.88% | -6.07% | … | … |
Data as of 09/02/2025, Common starting date is 07/26/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYMT (New York Mortgage Trust Inc) | 07/26/2004 | 09/02/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.70 | 25.21 | -1.62 | 4.52 | -0.35 | 4.88 | -6.07 | … | … | 24.79 | -19.27 | -5.45 | -20.80 | 10.70 | -36.22 | 20.31 | 9.02 | 6.02 | 45.76 | -17.07 | 26.64 | 29.03 | 2.20 | 19.12 | 12.41 | 288.44 | -71.76 | -70.71 | -47.48 | -34.60 | 27.09 |
| Sharpe Ratio | NA | 0.52 | -0.14 | 0.07 | -0.04 | NA | NA | … | … | 1.03 | -0.68 | -0.27 | -0.53 | 0.42 | -0.28 | 1.58 | 0.46 | 0.29 | 1.20 | -0.70 | 1.62 | 1.16 | 0.10 | 0.72 | 0.45 | 4.30 | -0.63 | -0.89 | -1.18 | -1.20 | 3.92 |
| Standard Deviation(%) | NA | 34.32 | 36.07 | 34.77 | 50.02 | NA | NA | … | … | 35.52 | 33.50 | 33.87 | 41.86 | 25.25 | 130.12 | 11.94 | 16.61 | 18.31 | 37.95 | 24.29 | 16.44 | 25.02 | 22.40 | 26.55 | 27.21 | 67.00 | 114.55 | 83.17 | 43.12 | 30.67 | 18.11 |
| Draw Down(%) | NA | 21.92 | 48.93 | 58.24 | 84.01 | NA | NA | … | … | 21.92 | 32.70 | 35.66 | 39.26 | 21.67 | 84.01 | 7.09 | 11.67 | 10.12 | 27.77 | 33.68 | 10.50 | 23.13 | 23.41 | 18.79 | 24.84 | 28.15 | 81.97 | 80.36 | 55.50 | 45.23 | 7.08 |
| Yield(%) | 0.00 | 12.40 | 31.40 | 25.86 | 11.28 | 13.18 | 1.49 | … | … | 6.51 | 9.59 | 45.63 | 10.47 | 11.11 | 3.62 | 13.33 | 13.09 | 12.07 | 17.94 | 16.43 | 15.52 | 16.67 | 14.89 | 14.39 | 14.19 | 34.55 | 5.12 | 3.38 | 9.33 | 8.48 | 1.79 |
Data as of 09/02/2025, Common starting date is 07/26/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMT (New York Mortgage Trust Inc) |
-64.84%
Dec 2005 – Dec 2008 |
-35.89%
Jan 2005 – Jan 2010 |
-13.06%
Dec 2004 – Dec 2014 |
-13.65%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMT (New York Mortgage Trust Inc) |
73.26%
Dec 2008 – Dec 2011 |
46.98%
Dec 2008 – Dec 2013 |
29.44%
Oct 2008 – Oct 2018 |
14.86%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart