Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RMRM (RMR Mortgage Trust) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 12/03/2021, Common starting date is 05/30/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMRM (RMR Mortgage Trust) | 05/30/2006 | 12/03/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | -47.72 | 34.04 | -21.06 | -3.06 | 6.12 | -7.40 | 23.12 | -7.14 | 29.89 | -23.68 | 8.76 | 75.12 | -62.06 | -27.60 | 16.99 |
| Sharpe Ratio | NA | 2.29 | -0.23 | -0.13 | 0.15 | NA | NA | … | … | 0.21 | -0.66 | 2.21 | -1.16 | -0.29 | 0.35 | -0.52 | 2.22 | -0.38 | 2.22 | -0.99 | 0.43 | 1.55 | -1.07 | -0.79 | 1.37 |
| Standard Deviation(%) | NA | 21.51 | 44.21 | 35.44 | 27.32 | NA | NA | … | … | 18.76 | 71.94 | 14.79 | 19.35 | 12.65 | 16.85 | 14.40 | 10.42 | 18.82 | 13.54 | 23.88 | 20.06 | 48.26 | 58.86 | 38.70 | 19.75 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 69.54 | 6.43 | 23.36 | 12.57 | 17.06 | 22.74 | 7.76 | 29.76 | 7.64 | 33.42 | 18.78 | 38.31 | 73.22 | 44.10 | 17.77 |
| Yield(%) | 0.00 | 6.12 | 5.14 | 5.59 | 8.10 | 4.88 | 3.75 | … | … | 4.31 | 3.15 | 8.89 | 6.90 | 6.57 | 6.97 | 6.30 | 7.88 | 7.18 | 7.53 | 2.21 | 6.84 | 3.87 | 0.00 | 24.95 | 0.00 |
Data as of 12/03/2021, Common starting date is 05/30/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMRM (RMR Mortgage Trust) |
-28.83%
May 2007 – May 2010 |
-17.39%
Apr 2007 – Apr 2012 |
-3.36%
Apr 2007 – Apr 2017 |
-2.38%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMRM (RMR Mortgage Trust) |
22.13%
Dec 2011 – Dec 2014 |
17.77%
Sep 2011 – Sep 2016 |
11.90%
Feb 2009 – Feb 2019 |
-0.78%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart