Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIM (Chimera Investment Corporation) | 10.78% | 12.41% | 6.92% | -11.34% | -0.73% | 3.38% | NA | … | … |
Data as of 06/04/2026, Common starting date is 11/29/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIM (Chimera Investment Corporation) | 11/29/2007 | 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.14 | 12.41 | 6.92 | -11.34 | -0.73 | 3.38 | NA | … | … | 10.78 | -0.65 | 3.61 | 2.95 | -57.95 | 60.73 | -42.97 | 27.65 | 7.71 | 23.62 | 46.61 | -2.19 | 22.79 | 33.54 | 19.66 | -28.55 | 25.69 | 26.12 | -79.24 | 20.58 |
| Sharpe Ratio | NA | 0.49 | 0.22 | -0.37 | -0.05 | NA | NA | … | … | 1.31 | -0.12 | 0.00 | -0.02 | -1.29 | 2.48 | -0.56 | 2.63 | 0.39 | 1.47 | 2.30 | -0.14 | 1.68 | 1.60 | 0.67 | -0.84 | 0.89 | 0.38 | -0.73 | 25.41 |
| Standard Deviation(%) | NA | 25.32 | 32.54 | 35.31 | 36.51 | NA | NA | … | … | 26.12 | 30.76 | 34.98 | 36.69 | 46.12 | 24.46 | 77.28 | 9.97 | 16.42 | 15.67 | 20.15 | 16.28 | 13.52 | 20.90 | 29.48 | 34.01 | 28.88 | 68.40 | 110.16 | 33.16 |
| Draw Down(%) | NA | 18.18 | 35.80 | 69.09 | 72.35 | NA | NA | … | … | 11.86 | 29.72 | 24.39 | 38.16 | 63.65 | 13.75 | 70.48 | 4.85 | 12.12 | 14.74 | 18.00 | 13.83 | 6.05 | 12.65 | 26.50 | 33.56 | 14.01 | 30.83 | 89.70 | 3.19 |
| Yield(%) | 0.00 | 11.71 | 23.67 | 8.19 | 10.13 | 9.60 | 2.45 | … | … | 3.53 | 10.52 | 24.19 | 11.93 | 7.31 | 13.11 | 6.80 | 11.19 | 10.98 | 14.56 | 17.77 | 11.78 | 17.78 | 13.48 | 14.67 | 12.32 | 17.78 | 12.80 | 3.50 | 0.17 |
Data as of 06/04/2026, Common starting date is 11/29/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIM (Chimera Investment Corporation) |
-31.79%
Jan 2008 – Jan 2011 |
-22.40%
Dec 2007 – Dec 2012 |
-3.37%
Jan 2008 – Jan 2018 |
-5.42%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIM (Chimera Investment Corporation) |
31.90%
Jan 2016 – Jan 2019 |
28.72%
Jul 2012 – Jul 2017 |
17.99%
Oct 2008 – Oct 2018 |
6.51%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart