Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYMTP (New York Mortgage Trust Inc) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 12/28/2021, Common starting date is 06/05/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYMTP (New York Mortgage Trust Inc) | 06/05/2013 | 12/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | -9.07 | 13.88 | -13.16 | 6.61 | 30.01 | -25.89 | 22.59 | -17.96 |
| Sharpe Ratio | NA | 2.87 | 0.16 | 0.13 | NA | NA | NA | … | … | 2.92 | -0.06 | 1.46 | -0.92 | 0.61 | 1.45 | -1.28 | 2.63 | -1.21 |
| Standard Deviation(%) | NA | 7.21 | 92.96 | 72.51 | NA | NA | NA | … | … | 7.00 | 160.75 | 8.56 | 15.81 | 9.79 | 20.40 | 20.21 | 8.59 | 24.01 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 84.26 | 2.98 | 17.03 | 2.86 | 8.76 | 31.16 | 3.31 | 21.40 |
| Yield(%) | 0.00 | 8.36 | 8.79 | 8.08 | 6.56 | 4.37 | 3.28 | … | … | 6.29 | 7.69 | 8.69 | 7.68 | 8.30 | 10.31 | 7.90 | 9.37 | 4.82 |
Data as of 12/28/2021, Common starting date is 06/05/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMTP (New York Mortgage Trust Inc) |
-19.55%
Mar 2017 – Mar 2020 |
-10.04%
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 |
|---|---|---|---|---|
| NYMTP (New York Mortgage Trust Inc) |
16.64%
Feb 2016 – Feb 2019 |
13.50%
Dec 2015 – Dec 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart