Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCT (Newcastle Investment Corp) | NA | 18.51% | -3.80% | -6.01% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 01/08/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCT (Newcastle Investment Corp) | 01/08/2015 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.14 | 18.51 | -3.80 | -6.01 | NA | NA | NA | … | … | 4.29 | -3.45 | 1.26 | -37.08 | 27.87 | -38.62 | 69.17 |
| Sharpe Ratio | NA | 1.15 | -0.19 | -0.27 | NA | NA | NA | … | … | 0.43 | -0.12 | -0.01 | -1.49 | 1.25 | -1.40 | 2.32 |
| Standard Deviation(%) | NA | 16.09 | 23.48 | 24.80 | NA | NA | NA | … | … | 15.70 | 30.90 | 18.66 | 25.95 | 21.88 | 27.81 | 30.61 |
| Draw Down(%) | NA | 8.99 | 45.32 | 61.04 | NA | NA | NA | … | … | 8.99 | 37.93 | 11.69 | 39.83 | 14.21 | 46.90 | 26.42 |
| 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 |
Data as of 08/23/2021, Common starting date is 01/08/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCT (Newcastle Investment Corp) |
-20.96%
Dec 2015 – Dec 2018 |
-13.89%
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 |
|---|---|---|---|---|
| NCT (Newcastle Investment Corp) |
1.51%
Mar 2015 – Mar 2018 |
-7.97%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart