Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHMI (Cherry Hill Mortgage Investment Corporation) | -2.06% | -3.67% | -7.57% | -12.05% | -4.52% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/04/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHMI (Cherry Hill Mortgage Investment Corporation) | 10/04/2013 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.83 | -3.67 | -7.57 | -12.05 | -4.52 | NA | NA | … | … | -2.06 | 14.92 | -21.94 | -18.91 | -17.19 | 1.54 | -28.19 | -6.50 | 10.19 | 10.39 | 59.61 | -19.90 | 15.94 | -1.27 |
| Sharpe Ratio | NA | -0.24 | -0.32 | -0.44 | -0.14 | NA | NA | … | … | -0.35 | 0.32 | -0.86 | -0.64 | -0.56 | 0.06 | -0.25 | -0.48 | 0.53 | 0.52 | 3.55 | -1.29 | 1.11 | -0.35 |
| Standard Deviation(%) | NA | 31.77 | 33.85 | 32.52 | 43.74 | NA | NA | … | … | 29.48 | 38.29 | 29.81 | 35.39 | 33.53 | 24.23 | 111.46 | 16.61 | 16.81 | 18.90 | 16.72 | 15.44 | 14.31 | 15.09 |
| Draw Down(%) | NA | 24.83 | 42.45 | 61.98 | 81.91 | NA | NA | … | … | 12.87 | 32.14 | 32.54 | 56.14 | 37.38 | 19.16 | 81.84 | 32.94 | 10.44 | 13.44 | 7.92 | 21.31 | 10.85 | 5.97 |
| Yield(%) | 0.00 | 15.25 | 11.02 | 7.53 | 8.20 | 6.46 | 4.84 | … | … | 3.97 | 19.08 | 14.81 | 12.20 | 12.86 | 12.26 | 7.11 | 10.34 | 11.24 | 11.08 | 15.74 | 11.20 | 11.42 | 2.53 |
Data as of 06/04/2026, Common starting date is 10/04/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHMI (Cherry Hill Mortgage Investment Corporation) |
-20.77%
Oct 2020 – Oct 2023 |
-19.87%
Oct 2018 – Oct 2023 |
-5.71%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHMI (Cherry Hill Mortgage Investment Corporation) |
25.06%
Jan 2016 – Jan 2019 |
14.28%
Nov 2013 – Nov 2018 |
-1.90%
Dec 2013 – Dec 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart