Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ANH-PB (Anworth Mortgage Asset Corporation) | NA | 85.93% | -0.07% | 2.48% | NA | NA | NA | … | … |
Data as of 03/19/2021, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANH-PB (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 | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.80 | 85.93 | -0.07 | 2.48 | NA | NA | NA | … | … | 3.08 | 8.22 | -4.63 | -14.07 | 7.34 | 10.74 | 1.09 | 12.82 | -17.16 | -5.67 |
| Sharpe Ratio | NA | 1.12 | -0.01 | 0.03 | NA | NA | NA | … | … | 1.83 | 0.07 | -0.57 | -1.24 | 0.59 | 0.60 | 0.11 | 1.05 | -1.12 | -1.06 |
| Standard Deviation(%) | NA | 76.82 | 70.03 | 54.73 | NA | NA | NA | … | … | 8.46 | 120.24 | 10.64 | 12.36 | 11.35 | 17.49 | 9.38 | 12.20 | 15.32 | 9.97 |
| Draw Down(%) | NA | 45.75 | 72.81 | 75.82 | NA | NA | NA | … | … | 1.19 | 68.40 | 17.03 | 15.39 | 12.17 | 17.60 | 5.71 | 5.28 | 18.80 | 8.27 |
| 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 |
Data as of 03/19/2021, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANH-PB (Anworth Mortgage Asset Corporation) |
-22.30%
Mar 2017 – Mar 2020 |
-11.32%
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-PB (Anworth Mortgage Asset Corporation) |
8.17%
Jun 2014 – Jun 2017 |
3.91%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart