Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYMTM (New York Mortgage Trust Inc PR) | NA | 14.39% | 15.44% | 13.91% | NA | NA | NA | … | … |
Data as of 09/02/2025, Common starting date is 10/18/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYMTM (New York Mortgage Trust Inc PR) | 10/18/2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 14.39 | 15.44 | 13.91 | NA | NA | NA | … | … | 6.80 | 15.31 | 39.61 | -20.53 | 23.79 | -3.51 | 3.09 |
| Sharpe Ratio | NA | 1.42 | 0.71 | 0.70 | NA | NA | NA | … | … | 0.93 | 1.45 | 1.74 | -0.84 | 2.63 | -0.02 | 3.79 |
| Standard Deviation(%) | NA | 7.43 | 16.96 | 16.73 | NA | NA | NA | … | … | 7.95 | 8.07 | 20.86 | 26.37 | 9.03 | 184.83 | 4.09 |
| Draw Down(%) | NA | 6.94 | 22.76 | 31.09 | NA | NA | NA | … | … | 6.94 | 4.25 | 16.68 | 31.09 | 2.92 | 84.81 | 0.80 |
| Yield(%) | 0.00 | 9.82 | 9.73 | 10.01 | 4.69 | 3.13 | 2.34 | … | … | 5.49 | 8.40 | 10.53 | 7.74 | 8.99 | 7.79 | 1.92 |
Data as of 09/02/2025, Common starting date is 10/18/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMTM (New York Mortgage Trust Inc PR) |
-1.72%
Dec 2019 – Dec 2022 |
8.84%
Jan 2020 – Jan 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMTM (New York Mortgage Trust Inc PR) |
45.87%
Mar 2020 – Mar 2023 |
34.09%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart