Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANH (Anworth Mortgage Asset Corporation) | NA | 151.28% | -4.53% | 2.10% | 2.84% | 5.05% | 9.20% | … | … |
Data as of 03/19/2021, Common starting date is 03/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANH (Anworth Mortgage Asset Corporation) | 03/12/1998 | 03/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.79 | 151.28 | -4.53 | 2.10 | 2.84 | 5.05 | 9.20 | … | … | 11.37 | -14.11 | -12.87 | -25.74 | 5.22 | 18.85 | -17.14 | 24.70 | -27.16 | -7.96 | -10.29 | 0.00 | 8.86 | -22.15 | -13.14 | 30.27 | -31.84 | -23.12 | 10.82 | 38.13 | 124.00 | -9.72 | 10.77 | -54.55 |
| Sharpe Ratio | NA | 1.81 | -0.09 | 0.03 | 0.07 | NA | NA | … | … | 1.89 | -0.14 | -1.96 | -2.64 | -0.99 | -0.81 | -2.20 | 0.46 | -1.72 | -1.61 | -1.17 | -0.96 | -0.28 | -0.52 | -0.58 | 0.35 | -2.41 | -1.65 | -0.31 | 0.47 | 2.47 | -1.02 | 0.18 | -1.04 |
| Standard Deviation(%) | NA | 83.41 | 59.27 | 46.96 | 36.09 | NA | NA | … | … | 35.31 | 98.74 | 18.44 | 17.90 | 14.17 | 18.92 | 16.20 | 13.44 | 26.50 | 16.64 | 24.60 | 19.35 | 34.99 | 79.90 | 60.36 | 23.04 | 21.90 | 25.90 | 27.57 | 38.67 | 42.67 | 32.36 | 41.16 | 62.75 |
| Draw Down(%) | NA | 38.06 | 80.52 | 82.28 | 82.28 | NA | NA | … | … | 9.96 | 78.04 | 31.79 | 25.74 | 14.56 | 13.56 | 18.84 | 12.91 | 35.11 | 21.42 | 21.89 | 12.04 | 19.49 | 57.92 | 61.12 | 12.81 | 33.15 | 27.81 | 21.87 | 32.48 | 27.55 | 22.50 | 18.18 | 65.28 |
| Yield(%) | 1.28 | 17.91 | 8.38 | 10.12 | 8.03 | 8.23 | 16.11 | … | … | 1.54 | 5.67 | 10.41 | 10.43 | 11.43 | 13.86 | 11.32 | 13.18 | 8.47 | 11.00 | 13.45 | 13.78 | 18.52 | 12.14 | 2.85 | 1.05 | 5.28 | 9.14 | 12.36 | 22.08 | 40.37 | 8.89 | 0.00 | 0.00 |
Data as of 03/19/2021, Common starting date is 03/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH (Anworth Mortgage Asset Corporation) |
-34.77%
Mar 2017 – Mar 2020 |
-17.37%
Mar 2015 – Mar 2020 |
-6.02%
Mar 2010 – Mar 2020 |
-3.52%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH (Anworth Mortgage Asset Corporation) |
76.78%
Jun 2000 – Jun 2003 |
43.20%
Dec 1998 – Dec 2003 |
18.45%
Dec 2000 – Dec 2010 |
13.28%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart