Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRSP (BrightSpire Capital, Inc.) | -6.59% | -5.52% | -2.21% | NA | NA | NA | NA | -4.37% |
Data as of 07/07/2025, AR inception is 06/25/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRSP (BrightSpire Capital, Inc.) | 06/25/2021 | 07/07/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.39 | -5.52 | -2.21 | NA | NA | NA | NA | -4.37 | -6.59 | -14.45 | 34.92 | -32.42 | 14.75 |
| Sharpe Ratio | NA | -0.14 | -0.14 | NA | NA | NA | NA | -0.18 | -0.33 | -0.62 | 0.83 | -0.94 | 0.95 |
| Standard Deviation(%) | NA | 35.64 | 35.39 | NA | NA | NA | NA | 34.80 | 32.25 | 33.92 | 37.09 | 36.11 | 31.83 |
| Draw Down(%) | NA | 29.50 | 38.37 | NA | NA | NA | NA | 41.28 | 28.98 | 28.98 | 30.52 | 33.93 | 9.72 |
| Yield(%) | 0.00 | 8.14 | 9.08 | 6.28 | 3.14 | 2.09 | 1.57 | 7.85 | 2.82 | 9.81 | 12.68 | 7.84 | 5.11 |
Data as of 07/07/2025, AR inception is 06/25/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRSP (BrightSpire Capital, Inc.) |
-7.95%
Dec 2021 - Dec 2024 |
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 |
|---|---|---|---|---|
| BRSP (BrightSpire Capital, Inc.) |
-0.07%
Feb 2022 - Feb 2025 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart