Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NRZ-PC (New Residential Investment Corp) | NA | -19.17% | NA | NA | NA | NA | NA | … | … |
Data as of 10/03/2022, Common starting date is 02/14/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NRZ-PC (New Residential Investment Corp) | 02/14/2020 | 10/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.68 | -19.17 | NA | NA | NA | NA | NA | … | … | -19.86 | 17.04 | -8.12 |
| Sharpe Ratio | NA | -1.23 | NA | NA | NA | NA | NA | … | … | -1.44 | 1.78 | -0.08 |
| Standard Deviation(%) | NA | 16.47 | NA | NA | NA | NA | NA | … | … | 18.35 | 9.57 | 119.79 |
| Draw Down(%) | NA | 23.82 | NA | NA | NA | NA | NA | … | … | 23.55 | 4.19 | 73.52 |
| Yield(%) | 0.00 | 6.85 | 5.37 | 3.22 | 1.61 | 1.07 | 0.81 | … | … | 5.17 | 7.53 | 4.83 |
Data as of 10/03/2022, Common starting date is 02/14/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ-PC (New Residential Investment Corp) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NRZ-PC (New Residential Investment Corp) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart