Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFC (Ellington Financial Inc.) | 5.75% | 23.01% | 16.00% | 5.97% | 9.64% | 8.92% | NA | … | … |
Data as of 06/04/2026, Common starting date is 10/08/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFC (Ellington Financial Inc.) | 10/08/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.42 | 23.01 | 16.00 | 5.97 | 9.64 | 8.92 | NA | … | … | 5.75 | 26.13 | 8.68 | 18.16 | -18.32 | 26.33 | -10.23 | 32.43 | 17.29 | 7.43 | 3.50 | -4.49 | 0.15 | 14.68 | 46.99 | -13.04 | 5.93 |
| Sharpe Ratio | NA | 1.01 | 0.61 | 0.14 | 0.20 | NA | NA | … | … | 0.54 | 1.10 | 0.25 | 0.63 | -0.59 | 1.31 | -0.09 | 2.50 | 1.42 | 0.64 | 0.21 | -0.32 | 0.01 | 0.82 | 2.98 | -0.64 | 2.63 |
| Standard Deviation(%) | NA | 17.57 | 20.56 | 24.02 | 39.94 | NA | NA | … | … | 19.62 | 21.29 | 20.30 | 23.38 | 33.36 | 20.03 | 111.27 | 12.39 | 11.27 | 10.58 | 15.30 | 14.02 | 12.45 | 17.78 | 15.91 | 20.44 | 10.78 |
| Draw Down(%) | NA | 17.71 | 18.86 | 34.19 | 79.10 | NA | NA | … | … | 17.71 | 18.86 | 13.55 | 22.52 | 33.95 | 14.41 | 79.10 | 7.89 | 7.09 | 6.01 | 10.64 | 12.95 | 17.73 | 15.27 | 7.67 | 28.27 | 2.90 |
| Yield(%) | 0.96 | 12.48 | 12.66 | 8.92 | 9.77 | 9.03 | 7.43 | … | … | 4.75 | 12.83 | 12.77 | 14.32 | 10.32 | 11.23 | 6.90 | 11.75 | 11.30 | 14.10 | 11.64 | 12.20 | 13.38 | 13.36 | 14.25 | 11.31 | 3.68 |
Data as of 06/04/2026, Common starting date is 10/08/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC (Ellington Financial Inc.) |
-19.85%
Mar 2017 – Mar 2020 |
-12.31%
Mar 2015 – Mar 2020 |
4.21%
Feb 2014 – Feb 2024 |
7.57%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC (Ellington Financial Inc.) |
43.02%
Mar 2020 – Mar 2023 |
32.89%
Mar 2020 – Mar 2025 |
12.92%
Sep 2011 – Sep 2021 |
8.98%
Dec 2010 – Dec 2025 |
Annualized Rolling Returns Comparison Chart