Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MITT-PB (AG Mortgage Investment Trust Inc) | 3.07% | 13.34% | 21.86% | 7.83% | 8.44% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 09/24/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MITT-PB (AG Mortgage Investment Trust Inc) | 09/24/2012 | 06/05/2026 |
| 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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.61 | 13.34 | 21.86 | 7.83 | 8.44 | NA | NA | … | … | 3.07 | 12.87 | 26.78 | 35.40 | -29.78 | 34.25 | -14.04 | 13.37 | 3.38 | 15.07 | 18.13 | -2.72 | 22.84 | -5.64 | 1.97 |
| Sharpe Ratio | NA | 0.76 | 1.40 | 0.31 | 0.11 | NA | NA | … | … | 0.19 | 0.69 | 1.89 | 1.70 | -1.28 | 2.74 | -0.08 | 1.54 | 0.28 | 2.65 | 1.22 | -0.20 | 3.32 | -0.51 | 0.86 |
| Standard Deviation(%) | NA | 14.15 | 14.28 | 17.13 | 58.68 | NA | NA | … | … | 17.59 | 14.47 | 12.26 | 18.79 | 24.46 | 12.48 | 180.44 | 7.71 | 7.09 | 5.45 | 14.70 | 13.60 | 6.87 | 11.12 | 8.93 |
| Draw Down(%) | NA | 15.39 | 15.80 | 43.13 | 88.52 | NA | NA | … | … | 15.39 | 15.09 | 7.06 | 13.20 | 42.55 | 4.44 | 88.52 | 4.01 | 4.80 | 2.09 | 12.33 | 14.78 | 3.03 | 14.36 | 3.85 |
| Yield(%) | 2.29 | 9.45 | 12.31 | 8.09 | 8.30 | 7.35 | 5.51 | … | … | 4.45 | 9.28 | 10.61 | 12.67 | 8.13 | 10.10 | 7.86 | 8.16 | 7.94 | 8.35 | 9.14 | 8.24 | 9.24 | 8.00 | 1.77 |
Data as of 06/05/2026, Common starting date is 09/24/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MITT-PB (AG Mortgage Investment Trust Inc) |
-33.15%
Mar 2017 – Mar 2020 |
-18.97%
Mar 2015 – Mar 2020 |
3.53%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MITT-PB (AG Mortgage Investment Trust Inc) |
54.47%
Mar 2020 – Mar 2023 |
43.50%
Mar 2020 – Mar 2025 |
10.02%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart