Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMO (Capstead Mortgage Corporation) | NA | 237.63% | 42.62% | 22.37% | 13.88% | 16.06% | 12.00% | … | … |
Data as of 10/19/2021, Common starting date is 09/05/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMO (Capstead Mortgage Corporation) | 09/05/1985 | 10/19/2021 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 147.11 | 237.63 | 42.62 | 22.37 | 13.88 | 16.06 | 12.00 | … | … | 216.09 | -18.12 | 18.74 | -22.89 | -15.11 | 16.59 | -28.83 | 1.66 | 5.32 | -7.80 | -1.19 | -7.77 | 26.74 | -18.35 | 58.92 | 42.86 | -44.88 | -37.19 | -31.93 | 4.89 | 8.05 | 29.85 | 1.52 | -79.31 | -16.93 | 57.38 | 104.85 | -59.15 | 4.46 | 33.62 | 109.82 | -10.40 | -5.30 | -10.20 | -30.33 | 30.25 | 1.25 |
| Sharpe Ratio | NA | 2.41 | 0.57 | 0.37 | 0.32 | NA | NA | … | … | 2.91 | -0.23 | -0.26 | -2.15 | -2.34 | -0.88 | -2.89 | -1.52 | -0.69 | -1.53 | -0.75 | -1.24 | 0.22 | -0.44 | 1.11 | 0.60 | -1.99 | -1.62 | -0.97 | -0.35 | -0.18 | -1.07 | 0.60 | -0.47 | -2.44 | 2.05 | 1.06 | -1.85 | 0.21 | 1.23 | 3.88 | -0.34 | -0.20 | -0.44 | -0.91 | 1.30 | 0.47 |
| Standard Deviation(%) | NA | 100.34 | 74.63 | 58.67 | 43.03 | NA | NA | … | … | 110.97 | 79.39 | 17.60 | 20.64 | 14.76 | 19.83 | 16.37 | 11.10 | 19.21 | 17.40 | 26.24 | 21.25 | 36.59 | 86.65 | 33.39 | 34.46 | 33.13 | 35.08 | 52.61 | 42.54 | 72.63 | 36.16 | 43.85 | 98.17 | 26.00 | 28.71 | 40.36 | 31.09 | 20.66 | 27.06 | 28.14 | 30.62 | 26.51 | 23.21 | 33.35 | 23.10 | 8.58 |
| Draw Down(%) | NA | 10.61 | 66.24 | 68.60 | 68.60 | NA | NA | … | … | 10.61 | 64.35 | 22.65 | 28.66 | 23.90 | 13.90 | 30.71 | 8.31 | 15.29 | 23.87 | 22.12 | 25.15 | 21.20 | 57.92 | 21.21 | 15.07 | 46.39 | 44.10 | 56.21 | 39.45 | 50.56 | 27.46 | 39.80 | 89.21 | 31.60 | 14.98 | 23.33 | 59.88 | 13.53 | 14.29 | 7.87 | 26.92 | 23.75 | 32.26 | 42.29 | 14.66 | 1.84 |
| Yield(%) | 0.14 | 9.60 | 6.81 | 6.45 | 7.96 | 13.29 | 6.84 | … | … | 6.79 | 7.63 | 6.95 | 5.70 | 7.68 | 10.64 | 9.15 | 11.23 | 10.46 | 11.83 | 13.85 | 11.04 | 20.82 | 15.21 | 4.13 | 1.13 | 3.14 | 9.77 | 46.34 | 19.56 | 91.55 | 8.74 | 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 10/19/2021, Common starting date is 09/05/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMO (Capstead Mortgage Corporation) |
-47.69%
Oct 1995 – Oct 1998 |
-34.73%
Aug 1993 – Aug 1998 |
-13.80%
Aug 1988 – Aug 1998 |
-6.22%
Oct 1985 – Oct 2000 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMO (Capstead Mortgage Corporation) |
69.88%
Oct 1998 – Oct 2001 |
47.28%
Nov 1998 – Nov 2003 |
24.91%
Nov 1999 – Nov 2009 |
20.23%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart