Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRMK (Broadmark Realty Capital Inc) | NA | 10.84% | 4.45% | NA | NA | NA | NA | -0.45% |
Data as of 06/01/2023, AR inception is 11/18/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRMK (Broadmark Realty Capital Inc) | 11/18/2019 | 06/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.21 | 10.84 | 4.45 | NA | NA | NA | NA | -0.45 | 47.62 | -53.11 | 2.48 | -13.27 | 16.65 |
| Sharpe Ratio | NA | -0.45 | -0.19 | NA | NA | NA | NA | -0.22 | 3.54 | -1.39 | 0.13 | -0.22 | 12.36 |
| Standard Deviation(%) | NA | 45.26 | 33.87 | NA | NA | NA | NA | 42.66 | 42.99 | 39.23 | 19.42 | 60.37 | 22.67 |
| Draw Down(%) | NA | 49.03 | 57.38 | NA | NA | NA | NA | 58.80 | 15.29 | 55.47 | 13.40 | 53.97 | 6.35 |
| Yield(%) | 0.00 | 8.61 | 8.28 | 4.98 | 2.49 | 1.66 | 1.24 | 8.30 | 5.48 | 8.07 | 8.31 | 6.18 | 1.10 |
Data as of 06/01/2023, AR inception is 11/18/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRMK (Broadmark Realty Capital Inc) |
-24.84%
Dec 2019 - Dec 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRMK (Broadmark Realty Capital Inc) |
5.56%
May 2020 - May 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart