Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AJX (Great Ajax Corp) | NA | -32.94% | -30.92% | -19.98% | NA | NA | NA | … | … |
Data as of 12/03/2024, Common starting date is 02/13/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AJX (Great Ajax Corp) | 02/13/2015 | 12/03/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | -32.94 | -30.92 | -19.98 | NA | NA | NA | … | … | -38.76 | -16.94 | -38.05 | 33.67 | -20.19 | 35.47 | -4.51 | 12.92 | 18.19 | -9.06 |
| Sharpe Ratio | NA | -0.05 | -0.07 | -0.06 | NA | NA | NA | … | … | -0.05 | -0.42 | -1.10 | 1.33 | -0.18 | 2.35 | -0.41 | 0.91 | 0.70 | -0.50 |
| Standard Deviation(%) | NA | 810.85 | 469.77 | 367.04 | NA | NA | NA | … | … | 843.35 | 49.46 | 36.00 | 25.29 | 113.29 | 14.48 | 14.48 | 13.53 | 25.73 | 20.35 |
| Draw Down(%) | NA | 99.82 | 99.90 | 99.90 | NA | NA | NA | … | … | 99.82 | 49.51 | 40.61 | 14.62 | 72.34 | 9.28 | 14.24 | 5.71 | 26.19 | 17.16 |
| Yield(%) | 0.00 | 5.79 | 5.83 | 5.06 | 6.57 | 4.38 | 3.29 | … | … | 5.23 | 10.35 | 8.70 | 7.89 | 5.64 | 11.25 | 8.78 | 8.41 | 8.24 | 4.57 |
Data as of 12/03/2024, Common starting date is 02/13/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJX (Great Ajax Corp) |
-32.71%
Oct 2021 – Oct 2024 |
-19.82%
Nov 2019 – Nov 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJX (Great Ajax Corp) |
19.81%
Feb 2016 – Feb 2019 |
12.56%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart