Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NYMTO (New York Mortgage Trust Inc) | NA | 33.94% | 9.81% | 9.83% | NA | NA | NA | … | … |
Data as of 08/06/2021, Common starting date is 05/07/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NYMTO (New York Mortgage Trust Inc) | 05/07/2015 | 08/06/2021 |
| 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 (%) | 0.00 | 33.94 | 9.81 | 9.83 | NA | NA | NA | … | … | 13.80 | -8.54 | 12.88 | -9.46 | 6.91 | 22.21 | -20.21 |
| Sharpe Ratio | NA | 3.34 | 0.09 | 0.12 | NA | NA | NA | … | … | 3.45 | -0.05 | 1.43 | -1.02 | 0.84 | 1.47 | -1.44 |
| Standard Deviation(%) | NA | 10.16 | 98.10 | 76.19 | NA | NA | NA | … | … | 7.03 | 169.50 | 8.03 | 10.55 | 7.51 | 14.95 | 20.30 |
| Draw Down(%) | NA | 5.96 | 85.81 | 85.81 | NA | NA | NA | … | … | 2.35 | 85.81 | 3.18 | 13.83 | 4.36 | 8.10 | 27.24 |
| Yield(%) | 0.00 | 9.63 | 8.04 | 8.26 | 5.20 | 3.46 | 2.60 | … | … | 4.33 | 7.79 | 8.71 | 7.95 | 8.54 | 10.63 | 6.09 |
Data as of 08/06/2021, Common starting date is 05/07/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMTO (New York Mortgage Trust Inc) |
-20.58%
Mar 2017 – Mar 2020 |
4.57%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NYMTO (New York Mortgage Trust Inc) |
16.74%
Mar 2016 – Mar 2019 |
13.31%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart