Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMH (Impac Mortgage Holdings Inc) | NA | -91.52% | -67.60% | -64.51% | -40.81% | -27.93% | -31.38% | … | … |
Data as of 06/27/2023, Common starting date is 11/21/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMH (Impac Mortgage Holdings Inc) | 11/21/1995 | 06/27/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.20 | -91.52 | -67.60 | -64.51 | -40.81 | -27.93 | -31.38 | … | … | -67.59 | -84.68 | -63.49 | -42.21 | 39.15 | -62.80 | -27.53 | -22.11 | 190.32 | 3.68 | -57.59 | 601.49 | -27.96 | -15.20 | 448.33 | -89.29 | -93.64 | -6.48 | -58.49 | 24.49 | 58.35 | 35.29 | 188.14 | -28.48 | -9.59 | -74.48 | 12.89 | 79.25 | 1.92 |
| Sharpe Ratio | NA | -0.40 | -0.45 | -0.49 | -0.41 | NA | NA | … | … | -0.30 | -0.83 | -0.83 | -0.33 | 0.21 | -1.55 | -1.37 | -1.02 | 2.25 | -0.36 | -1.38 | 5.79 | -0.88 | -0.60 | 1.83 | -0.51 | -0.88 | -0.74 | -1.81 | 0.14 | 1.42 | 0.45 | 3.31 | -1.54 | 0.26 | -0.35 | -1.13 | 3.05 | -1.30 |
| Standard Deviation(%) | NA | 237.21 | 153.44 | 133.81 | 101.72 | NA | NA | … | … | 319.57 | 104.19 | 76.34 | 127.98 | 74.79 | 54.51 | 34.22 | 54.80 | 76.46 | 41.55 | 55.31 | 102.62 | 53.08 | 56.78 | 234.52 | 215.09 | 132.13 | 39.35 | 43.83 | 35.68 | 27.48 | 34.80 | 51.89 | 63.11 | 58.44 | 117.88 | 29.74 | 26.38 | 31.14 |
| Draw Down(%) | NA | 92.31 | 98.68 | 99.50 | 99.82 | NA | NA | … | … | 91.80 | 87.80 | 71.96 | 85.62 | 39.96 | 72.79 | 41.44 | 33.00 | 46.77 | 32.91 | 68.69 | 35.14 | 60.00 | 55.42 | 80.00 | 97.78 | 94.83 | 26.04 | 60.24 | 32.57 | 22.37 | 32.57 | 24.56 | 55.71 | 42.86 | 81.18 | 19.43 | 9.17 | 6.67 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.33 | … | … | 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 | 0.00 | 4.01 | 9.60 | 8.67 | 15.80 | 17.55 | 21.20 | 20.20 | 8.86 | 10.67 | 5.57 | 10.96 | 18.36 | 0.00 |
Data as of 06/27/2023, Common starting date is 11/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMH (Impac Mortgage Holdings Inc) |
-87.17%
Mar 2006 – Mar 2009 |
-75.04%
Mar 2004 – Mar 2009 |
-39.34%
Apr 2013 – Apr 2023 |
-28.95%
Apr 2008 – Apr 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMH (Impac Mortgage Holdings Inc) |
137.12%
Nov 2000 – Nov 2003 |
101.57%
Mar 2009 – Mar 2014 |
36.08%
Mar 2009 – Mar 2019 |
4.93%
Nov 2000 – Nov 2015 |
Annualized Rolling Returns Comparison Chart