Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FCMGF (Firm Capital Mortgage Investment Corporation) | NA | 18.05% | 1.36% | 8.54% | 7.36% | NA | NA | … | … |
Data as of 05/29/2025, Common starting date is 03/06/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FCMGF (Firm Capital Mortgage Investment Corporation) | 03/06/2013 | 05/29/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.05 | 1.36 | 8.54 | 7.36 | NA | NA | … | … | 3.45 | 9.80 | 19.53 | -22.46 | 15.77 | 0.79 | 20.00 | 7.36 | 6.92 | 20.13 | -12.12 | 6.44 | -7.34 |
| Sharpe Ratio | NA | 0.38 | -0.06 | 0.27 | 0.24 | NA | NA | … | … | 0.35 | 0.16 | 0.97 | -0.81 | 0.72 | 0.01 | 2.88 | 0.64 | 0.35 | 1.45 | -0.63 | 0.77 | -0.69 |
| Standard Deviation(%) | NA | 38.44 | 27.26 | 24.19 | 24.50 | NA | NA | … | … | 15.85 | 37.70 | 16.48 | 27.80 | 23.96 | 49.52 | 6.44 | 9.42 | 17.99 | 13.74 | 19.43 | 8.37 | 12.74 |
| Draw Down(%) | NA | 20.18 | 23.40 | 32.88 | 51.63 | NA | NA | … | … | 6.51 | 19.90 | 11.88 | 27.92 | 13.33 | 51.63 | 1.83 | 5.27 | 14.76 | 7.34 | 16.68 | 6.95 | 15.07 |
| Yield(%) | 0.00 | 4.68 | 6.78 | 8.40 | 8.21 | 4.95 | 3.72 | … | … | 1.95 | 5.94 | 11.69 | 8.13 | 5.33 | 8.29 | 9.49 | 9.12 | 8.54 | 9.61 | 7.63 | 6.95 | 5.11 |
Data as of 05/29/2025, Common starting date is 03/06/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCMGF (Firm Capital Mortgage Investment Corporation) |
-6.70%
May 2021 – May 2024 |
1.36%
Jan 2020 – Jan 2025 |
3.59%
Apr 2013 – Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FCMGF (Firm Capital Mortgage Investment Corporation) |
17.93%
Mar 2020 – Mar 2023 |
14.08%
Jan 2016 – Jan 2021 |
7.40%
Feb 2015 – Feb 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart