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NLY: Annaly Capital Management Inc (STOCK)
Basic Info 19.35 0.28(1.47%) May 03
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/08/1997 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 14.19% |
Expenses | - |
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Performance Analytics (As of 05/03/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/08/1997 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.5 | 3.3 | 16.4 | 45.0 | 29.5 | 18.3 | 15.4 | 12.6 | 12.9 | 4.9 | 203.6 | 2.5 | 2.4 | 7.2 | -7.2 | 31.9 | 19.2 | -2.2 | 20.6 | -20.0 | -0.0 | 2.4 | 19.9 | 27.1 | -0.2 | 39.4 | 33.0 | -40.6 | 18.6 | 8.7 | 36.0 | 100.0 | 17.6 | 6.1 | -25.0 | -12.9 |
Sharpe Ratio | NA | 0.3 | 0.51 | 0.5 | 0.38 | 0.33 | NA | NA | 0.28 | 0.03 | 1.39 | 0.13 | 0.04 | 0.41 | -0.59 | 2.26 | 1.16 | -0.16 | 1.44 | -0.79 | -0.01 | 0.11 | 1.08 | 0.7 | -0.01 | 1.21 | 1.24 | -1.58 | 0.84 | 0.32 | 1.24 | 3.43 | 0.5 | 0.11 | -0.74 | -1.41 |
Draw Down(%) | NA | 10.1 | 26.7 | 38.0 | 60.1 | 60.1 | NA | NA | 60.1 | 32.5 | 38.0 | 14.2 | 60.1 | 17.2 | 15.6 | 10.8 | 9.9 | 12.2 | 7.9 | 35.3 | 18.4 | 13.5 | 14.9 | 22.6 | 40.9 | 18.2 | 15.0 | 43.4 | 21.7 | 24.5 | 21.1 | 14.9 | 17.7 | 28.0 | 40.8 | 22.0 |
Standard Deviation(%) | NA | 21.1 | 24.7 | 86.2 | 72.5 | 52.3 | NA | NA | 41.2 | 27.2 | 146.0 | 18.3 | 60.8 | 14.0 | 14.5 | 13.9 | 16.3 | 14.2 | 14.3 | 25.3 | 14.6 | 21.0 | 18.3 | 38.9 | 80.1 | 30.3 | 24.0 | 27.1 | 20.9 | 25.2 | 28.2 | 29.2 | 27.1 | 26.6 | 38.4 | 34.3 |
Treynor Ratio | NA | 0.07 | 0.1 | 0.36 | 0.27 | 0.2 | NA | NA | 0.16 | 0.01 | 1.56 | 0.03 | 0.02 | 0.15 | -0.29 | 1.09 | 0.48 | -0.05 | 9.85 | -0.28 | 0.0 | 0.05 | 0.46 | 0.28 | -0.01 | 0.48 | 0.26 | -0.56 | 0.33 | 0.16 | 1.06 | 4.28 | 1.47 | -1.85 | -0.66 | -1.41 |
Alpha | NA | -0.04 | -0.05 | 0.34 | 0.2 | 0.1 | NA | NA | 0.06 | -0.09 | 1.23 | -0.06 | -0.01 | -0.02 | -0.03 | 0.09 | 0.06 | -0.01 | 0.08 | -0.16 | -0.01 | 0.01 | 0.05 | 0.02 | 0.32 | 0.13 | 0.06 | -0.21 | 0.05 | -0.01 | 0.16 | 0.3 | 0.07 | 0.03 | -0.14 | -0.23 |
Beta | NA | 0.93 | 1.25 | 1.2 | 1.05 | 0.84 | NA | NA | 0.71 | 1.33 | 1.31 | 0.72 | 1.01 | 0.39 | 0.3 | 0.29 | 0.4 | 0.41 | 0.02 | 0.71 | 0.29 | 0.49 | 0.43 | 0.95 | 1.27 | 0.76 | 1.16 | 0.76 | 0.54 | 0.51 | 0.33 | 0.23 | 0.09 | -0.02 | 0.43 | 0.34 |
RSquared | NA | 0.28 | 0.35 | 0.01 | 0.02 | 0.02 | NA | NA | 0.04 | 0.42 | 0.01 | 0.27 | 0.32 | 0.12 | 0.12 | 0.02 | 0.1 | 0.2 | 0.0 | 0.1 | 0.06 | 0.29 | 0.18 | 0.45 | 0.41 | 0.17 | 0.23 | 0.09 | 0.08 | 0.12 | 0.09 | 0.03 | 0.01 | 0.0 | 0.05 | 0.06 |
Yield(%) | N/A | 3.4 | 13.7 | 19.9 | 15.1 | 11.5 | 10.9 | 9.0 | N/A | 12.1 | 19.2 | 10.7 | 9.6 | 10.6 | 10.3 | 11.9 | 12.6 | 10.9 | 12.0 | 10.5 | 12.8 | 13.7 | 15.2 | 16.6 | 11.5 | 7.4 | 5.0 | 5.4 | 10.6 | 10.4 | 17.0 | 20.0 | 13.7 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -75.0 | 32.0 | 76.9 | 22.2 | -24.6 | N/A | N/A | N/A | 68.8 | 75.0 | -3.3 | -13.3 | -12.5 | 0.0 | 0.0 | 0.0 | 0.0 | -20.0 | -26.8 | -16.0 | -7.9 | 4.3 | 22.1 | 100.0 | 82.5 | -45.2 | -47.5 | 1.5 | -27.0 | 52.6 | 52.2 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/08/1997
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