Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ORC (Orchid Island Capital, Inc.) | 1.69% | 18.74% | 5.09% | -9.38% | -3.44% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 02/15/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ORC (Orchid Island Capital, Inc.) | 02/15/2013 | 06/04/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.02 | 18.74 | 5.09 | -9.38 | -3.44 | NA | NA | … | … | 1.69 | 12.66 | 9.87 | -3.10 | -44.30 | 0.97 | 4.81 | 6.86 | -20.33 | 1.13 | 28.21 | -9.79 | 18.17 | -1.75 |
| Sharpe Ratio | NA | 0.78 | 0.12 | -0.39 | -0.12 | NA | NA | … | … | 0.06 | 0.41 | 0.27 | -0.22 | -1.06 | 0.04 | 0.05 | 0.29 | -0.86 | 0.02 | 1.13 | -0.27 | 0.92 | -0.08 |
| Standard Deviation(%) | NA | 21.11 | 25.81 | 29.96 | 40.19 | NA | NA | … | … | 26.09 | 23.73 | 23.45 | 31.21 | 43.28 | 24.65 | 98.47 | 18.54 | 25.22 | 22.18 | 24.71 | 35.88 | 19.67 | 26.86 |
| Draw Down(%) | NA | 15.79 | 43.06 | 68.28 | 75.69 | NA | NA | … | … | 15.79 | 30.14 | 11.86 | 45.37 | 59.91 | 22.47 | 71.52 | 22.66 | 27.10 | 25.18 | 18.54 | 42.94 | 11.66 | 27.14 |
| Yield(%) | 1.44 | 20.17 | 14.42 | 24.28 | 12.00 | 8.42 | 6.31 | … | … | 7.60 | 18.30 | 17.29 | 16.85 | 21.66 | 15.23 | 13.53 | 15.00 | 11.59 | 15.31 | 16.95 | 14.39 | 16.33 | 9.43 |
Data as of 06/04/2026, Common starting date is 02/15/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORC (Orchid Island Capital, Inc.) |
-25.96%
Oct 2020 – Oct 2023 |
-18.67%
Sep 2017 – Sep 2022 |
-6.12%
May 2015 – May 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ORC (Orchid Island Capital, Inc.) |
17.36%
Aug 2013 – Aug 2016 |
10.91%
Aug 2013 – Aug 2018 |
-0.57%
Jan 2016 – Jan 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart