Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RC (Ready Capital Corporation) | NA | 21.75% | 14.37% | 3.70% | 24.24% | 6.41% | NA | … | … |
Data as of 01/11/2013, Common starting date is 07/02/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RC (Ready Capital Corporation) | 07/02/1993 | 01/11/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.77 | 21.75 | 14.37 | 3.70 | 24.24 | 6.41 | NA | … | … | -8.42 | 39.12 | 1.82 | 8.87 | 13.15 | -28.20 | 21.37 | 63.57 | 7.25 | -3.15 | 276.05 | -67.93 | -16.23 | 30.63 | 55.83 | -56.01 | 107.07 | -6.59 | -44.01 | -48.11 | 84.99 |
| Sharpe Ratio | NA | 0.47 | 0.30 | 0.05 | 0.43 | NA | NA | … | … | -1.23 | 0.89 | 0.03 | 0.21 | 0.14 | -0.41 | 0.37 | 1.66 | 0.22 | -0.10 | 5.32 | -1.06 | -0.49 | 0.37 | 0.88 | -0.84 | 2.17 | -0.22 | -0.86 | -1.37 | 5.36 |
| Standard Deviation(%) | NA | 46.00 | 46.98 | 63.91 | 53.94 | NA | NA | … | … | 76.54 | 44.36 | 52.96 | 41.50 | 92.85 | 71.60 | 49.41 | 36.49 | 22.75 | 41.72 | 51.72 | 64.92 | 38.47 | 71.11 | 59.45 | 70.48 | 47.49 | 45.24 | 55.83 | 37.33 | 44.80 |
| Draw Down(%) | NA | 26.29 | 42.62 | 79.07 | 80.06 | NA | NA | … | … | 10.56 | 26.29 | 42.62 | 29.05 | 70.37 | 63.15 | 43.13 | 28.39 | 16.77 | 43.28 | 30.20 | 71.97 | 35.63 | 46.55 | 46.40 | 73.03 | 28.73 | 39.70 | 53.47 | 54.86 | 21.83 |
| Yield(%) | 0.00 | 0.00 | 2.90 | 2.69 | 14.52 | 3.96 | 2.64 | … | … | 0.00 | 0.00 | 3.00 | 5.16 | 4.04 | 4.08 | 3.41 | 8.48 | 0.00 | 0.00 | 14.20 | 0.00 | 8.54 | 26.44 | 0.00 | 5.53 | 0.00 | 0.85 | 2.02 | 0.52 | 0.00 |
Data as of 01/11/2013, Common starting date is 07/02/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RC (Ready Capital Corporation) |
-36.09%
Mar 2000 – Mar 2003 |
-26.96%
Feb 1994 – Feb 1999 |
-9.48%
Apr 1994 – Apr 2004 |
-4.63%
Mar 1994 – Mar 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RC (Ready Capital Corporation) |
60.93%
Feb 2003 – Feb 2006 |
50.63%
Dec 2002 – Dec 2007 |
25.53%
Dec 2002 – Dec 2012 |
8.67%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison Chart