Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AJXA (Great Ajax Corp. 7.25 CV SR NT 24) | NA | 11.68% | 6.76% | 7.04% | NA | NA | NA | 7.42% |
Data as of 04/29/2024, AR inception is 04/28/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AJXA (Great Ajax Corp. 7.25 CV SR NT 24) | 04/28/2017 | 04/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 11.68 | 6.76 | 7.04 | NA | NA | NA | 7.42 | 3.86 | 10.62 | -0.91 | 14.27 | -0.80 | 19.87 | 1.03 | 5.59 |
| Sharpe Ratio | NA | 1.72 | 0.56 | 0.22 | NA | NA | NA | 0.27 | 3.55 | 0.92 | -0.29 | 1.28 | -0.02 | 1.88 | -0.03 | 0.37 |
| Standard Deviation(%) | NA | 5.02 | 8.05 | 25.02 | NA | NA | NA | 22.46 | 2.44 | 6.97 | 7.92 | 11.13 | 53.03 | 9.81 | 9.84 | 20.75 |
| Draw Down(%) | NA | 1.78 | 5.94 | 46.31 | NA | NA | NA | 46.31 | 0.32 | 4.45 | 5.82 | 4.69 | 46.31 | 3.36 | 7.06 | 10.97 |
| Yield(%) | 0.00 | 7.50 | 7.07 | 7.03 | 5.00 | 3.33 | 2.50 | 7.14 | 1.84 | 7.56 | 7.01 | 7.36 | 6.81 | 7.57 | 7.15 | 5.19 |
Data as of 04/29/2024, AR inception is 04/28/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJXA (Great Ajax Corp. 7.25 CV SR NT 24) |
3.23%
Oct 2019 - Oct 2022 |
6.13%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AJXA (Great Ajax Corp. 7.25 CV SR NT 24) |
17.06%
Mar 2020 - Mar 2023 |
8.29%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart