Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVR-PA (Invesco Mortgage Capital Inc) | NA | 27.95% | 8.92% | 9.06% | NA | NA | NA | … | … |
Data as of 06/17/2021, Common starting date is 07/24/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVR-PA (Invesco Mortgage Capital Inc) | 07/24/2012 | 06/17/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 27.95 | 8.92 | 9.06 | NA | NA | NA | … | … | 0.40 | -3.01 | 6.10 | -2.34 | 2.82 | 13.48 | -9.95 | 10.90 | -13.91 | 0.57 |
| Sharpe Ratio | NA | 0.98 | -0.01 | -0.01 | NA | NA | NA | … | … | 0.10 | -0.02 | 0.62 | -0.60 | 0.31 | 0.93 | -0.73 | 1.13 | -1.16 | 0.21 |
| Standard Deviation(%) | NA | 18.16 | 93.79 | 72.84 | NA | NA | NA | … | … | 8.19 | 161.79 | 7.53 | 6.06 | 7.07 | 14.27 | 13.64 | 9.63 | 12.06 | 6.00 |
| Draw Down(%) | NA | 15.53 | 82.55 | 82.55 | NA | NA | NA | … | … | 3.46 | 82.13 | 5.01 | 4.36 | 3.29 | 10.65 | 20.85 | 6.42 | 18.73 | 2.09 |
| Yield(%) | 0.00 | 8.96 | 7.55 | 7.97 | 6.97 | 4.65 | 3.48 | … | … | 1.94 | 7.30 | 7.75 | 7.70 | 9.80 | 8.99 | 8.03 | 8.78 | 7.65 | 3.87 |
Data as of 06/17/2021, Common starting date is 07/24/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVR-PA (Invesco Mortgage Capital Inc) |
-21.62%
Mar 2017 – Mar 2020 |
-10.75%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVR-PA (Invesco Mortgage Capital Inc) |
18.00%
Feb 2016 – Feb 2019 |
13.73%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart