Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ANH-PA (Anworth Mortgage Asset Corporation) | NA | 37.48% | -0.66% | 0.24% | NA | NA | NA | -0.19% |
Data as of 03/19/2021, AR inception is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANH-PA (Anworth Mortgage Asset Corporation) | 06/19/2012 | 03/19/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.32 | 37.48 | -0.66 | 0.24 | NA | NA | NA | -0.19 | 1.51 | -2.33 | 1.71 | -4.24 | 4.56 | 3.21 | -3.05 | 2.79 | -4.16 | -1.08 |
| Sharpe Ratio | NA | 0.37 | -0.02 | -0.01 | NA | NA | NA | -0.01 | 1.75 | -0.02 | 0.03 | -0.45 | 0.37 | 0.31 | -0.39 | 0.37 | -0.37 | -0.20 |
| Standard Deviation(%) | NA | 101.34 | 71.58 | 55.80 | NA | NA | NA | 42.65 | 4.20 | 122.95 | 10.09 | 12.44 | 10.58 | 9.63 | 7.86 | 7.55 | 11.26 | 10.35 |
| Draw Down(%) | NA | 62.30 | 75.00 | 75.00 | NA | NA | NA | 75.00 | 0.78 | 73.27 | 8.96 | 6.85 | 5.22 | 4.14 | 6.81 | 3.12 | 12.76 | 4.39 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/19/2021, AR inception is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH-PA (Anworth Mortgage Asset Corporation) |
-19.20%
Mar 2017 - Mar 2020 |
-11.71%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH-PA (Anworth Mortgage Asset Corporation) |
2.74%
Jun 2016 - Jun 2019 |
1.73%
Sep 2013 - Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart