Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGNCO (AGNC Investment Corp.) | 4.54% | 9.95% | 13.67% | 8.14% | NA | NA | NA | … | … |
Data as of 06/12/2026, Common starting date is 09/30/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGNCO (AGNC Investment Corp.) | 09/30/2019 | 06/12/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 9.95 | 13.67 | 8.14 | NA | NA | NA | … | … | 4.54 | 8.08 | 18.19 | 25.25 | -16.45 | 10.76 | 3.83 | 4.24 |
| Sharpe Ratio | NA | 1.86 | 1.36 | 0.49 | NA | NA | NA | … | … | 2.12 | 0.84 | 2.60 | 1.38 | -1.02 | 1.38 | 0.05 | 3.62 |
| Standard Deviation(%) | NA | 3.94 | 7.69 | 11.60 | NA | NA | NA | … | … | 3.72 | 6.22 | 5.60 | 15.83 | 17.61 | 7.77 | 73.04 | 4.59 |
| Draw Down(%) | NA | 2.47 | 10.45 | 26.71 | NA | NA | NA | … | … | 2.47 | 5.32 | 1.40 | 10.54 | 26.29 | 3.85 | 59.78 | 0.91 |
| Yield(%) | 0.00 | 9.22 | 9.04 | 7.29 | 4.69 | 3.13 | 2.35 | … | … | 2.22 | 9.46 | 7.99 | 8.00 | 6.34 | 6.64 | 6.29 | 1.84 |
Data as of 06/12/2026, Common starting date is 09/30/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGNCO (AGNC Investment Corp.) |
-1.97%
Oct 2019 – Oct 2022 |
6.90%
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 |
|---|---|---|---|---|
| AGNCO (AGNC Investment Corp.) |
17.60%
Oct 2022 – Oct 2025 |
14.18%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart