Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EFC-PA (Ellington Financial Inc) | -0.16% | 9.54% | 13.46% | 10.53% | NA | NA | NA | … | … |
Data as of 02/27/2026, Common starting date is 10/18/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFC-PA (Ellington Financial Inc) | 10/18/2019 | 02/27/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 9.54 | 13.46 | 10.53 | NA | NA | NA | … | … | -0.16 | 11.52 | 18.08 | 31.55 | -23.13 | 25.58 | -4.08 | 2.47 |
| Sharpe Ratio | NA | 0.82 | 0.71 | 0.46 | NA | NA | NA | … | … | -0.95 | 1.06 | 1.62 | 1.24 | -1.07 | 1.81 | -0.03 | 2.55 |
| Standard Deviation(%) | NA | 8.21 | 14.14 | 16.49 | NA | NA | NA | … | … | 3.68 | 8.19 | 8.95 | 22.74 | 22.95 | 14.13 | 135.16 | 4.68 |
| Draw Down(%) | NA | 6.08 | 16.22 | 27.77 | NA | NA | NA | … | … | 1.30 | 6.08 | 3.46 | 16.22 | 27.77 | 6.20 | 77.01 | 1.50 |
| Yield(%) | 0.00 | 9.65 | 9.07 | 8.30 | 4.59 | 3.06 | 2.29 | … | … | 0.00 | 9.77 | 8.13 | 9.08 | 6.40 | 9.30 | 4.98 | 1.83 |
Data as of 02/27/2026, Common starting date is 10/18/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC-PA (Ellington Financial Inc) |
-2.53%
Dec 2019 – Dec 2022 |
7.24%
Jan 2020 – Jan 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFC-PA (Ellington Financial Inc) |
35.71%
Mar 2020 – Mar 2023 |
28.50%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart