Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFO (MFA Financial Inc. SR NT 42) | NA | -3.42% | -0.75% | -0.34% | NA | NA | NA | … | … |
Data as of 01/05/2021, Common starting date is 04/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFO (MFA Financial Inc. SR NT 42) | 04/17/2012 | 01/05/2021 |
| 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 | -3.42 | -0.75 | -0.34 | NA | NA | NA | … | … | 0.04 | -3.05 | 3.23 | -3.60 | 2.57 | -0.27 | -1.57 | 6.86 | -4.89 | 4.08 |
| Sharpe Ratio | NA | -0.02 | -0.02 | -0.01 | NA | NA | NA | … | … | 11.39 | -0.02 | -2.72 | -3.53 | -2.45 | -3.27 | -2.02 | -1.18 | -2.16 | -1.99 |
| Standard Deviation(%) | NA | 166.74 | 96.63 | 74.97 | NA | NA | NA | … | … | 0.44 | 166.74 | 7.36 | 7.14 | 6.84 | 10.50 | 9.94 | 9.84 | 10.86 | 7.08 |
| Draw Down(%) | NA | 82.99 | 83.36 | 83.36 | NA | NA | NA | … | … | 0.00 | 82.99 | 4.77 | 4.10 | 2.86 | 7.13 | 7.46 | 6.40 | 10.49 | 3.24 |
| Yield(%) | 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 | 0.00 |
Data as of 01/05/2021, Common starting date is 04/17/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFO (MFA Financial Inc. SR NT 42) |
-22.16%
Mar 2017 – Mar 2020 |
-14.29%
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 |
|---|---|---|---|---|
| MFO (MFA Financial Inc. SR NT 42) |
1.94%
Aug 2013 – Aug 2016 |
1.08%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart