Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RWT (Redwood Trust, Inc.) | -0.35% | 9.05% | 5.82% | -4.70% | -1.03% | 1.42% | -2.08% | … | … |
Data as of 06/04/2026, Common starting date is 08/04/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RWT (Redwood Trust, Inc.) | 08/04/1995 | 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.56 | 9.05 | 5.82 | -4.70 | -1.03 | 1.42 | -2.08 | … | … | -0.35 | -4.08 | -2.60 | 21.61 | -42.26 | 60.13 | -42.70 | 18.16 | 9.40 | 4.49 | 24.90 | -27.85 | 7.74 | 21.41 | 78.93 | -26.36 | 10.37 | 3.45 | -50.63 | -32.81 | 57.02 | -24.62 | 41.36 | 113.82 | 26.50 | 52.25 | 57.81 | -10.71 | -31.29 | -45.30 | 104.11 | 6.57 |
| Sharpe Ratio | NA | 0.25 | 0.16 | -0.18 | -0.05 | NA | NA | … | … | 0.02 | -0.22 | -0.21 | 0.56 | -0.99 | 2.09 | -0.34 | 1.51 | 0.51 | 0.25 | 0.84 | -1.15 | 0.38 | 0.74 | 3.95 | -0.85 | 0.38 | 0.05 | -0.47 | -0.62 | 2.75 | -1.07 | 1.25 | 4.43 | 1.11 | 2.18 | 2.06 | -0.39 | -0.81 | -0.88 | 2.66 | 0.43 |
| Standard Deviation(%) | NA | 34.99 | 32.95 | 34.93 | 48.56 | NA | NA | … | … | 44.07 | 31.82 | 29.67 | 32.12 | 44.49 | 28.79 | 127.06 | 11.07 | 15.76 | 15.53 | 29.38 | 24.15 | 20.54 | 29.02 | 20.17 | 31.16 | 27.40 | 62.83 | 108.95 | 58.01 | 19.60 | 25.21 | 32.27 | 25.50 | 22.90 | 23.25 | 25.99 | 36.10 | 43.06 | 55.76 | 37.36 | 30.95 |
| Draw Down(%) | NA | 19.91 | 33.79 | 55.83 | 85.40 | NA | NA | … | … | 19.91 | 24.17 | 23.92 | 33.87 | 54.48 | 11.16 | 85.40 | 5.20 | 13.09 | 15.41 | 32.76 | 35.11 | 23.30 | 29.78 | 6.82 | 39.44 | 18.64 | 39.55 | 76.89 | 60.12 | 8.63 | 29.18 | 30.11 | 11.38 | 23.15 | 10.86 | 10.70 | 35.59 | 56.83 | 65.75 | 16.96 | 18.18 |
| Yield(%) | 0.00 | 12.95 | 10.97 | 6.63 | 6.24 | 6.43 | 3.22 | … | … | 3.19 | 11.09 | 9.24 | 10.16 | 6.87 | 9.15 | 4.38 | 7.89 | 7.99 | 7.26 | 8.13 | 5.61 | 5.86 | 6.40 | 9.67 | 6.64 | 6.89 | 7.06 | 9.11 | 8.65 | 13.74 | 9.46 | 17.36 | 26.39 | 11.95 | 15.17 | 13.35 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 08/04/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWT (Redwood Trust, Inc.) |
-37.56%
May 1997 – May 2000 |
-22.54%
Dec 2006 – Dec 2011 |
-6.66%
Apr 2010 – Apr 2020 |
-7.88%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWT (Redwood Trust, Inc.) |
65.95%
Nov 2000 – Nov 2003 |
55.82%
Dec 1999 – Dec 2004 |
18.37%
Jan 1998 – Jan 2008 |
14.34%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison Chart