Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMA (Thornburg Mortgage Inc) | NA | -99.76% | -89.64% | -73.37% | -38.47% | -28.86% | NA | … | … |
Data as of 12/04/2008, Common starting date is 06/21/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMA (Thornburg Mortgage Inc) | 06/21/1993 | 12/04/2008 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -99.76 | -89.64 | -73.37 | -38.47 | -28.86 | NA | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 24.61 | 62.45 | 76.41 | 228.47 | 106.96 | 84.23 | … | … |
Data as of 12/04/2008, Common starting date is 06/21/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMA (Thornburg Mortgage Inc) |
-86.56%
Nov 2005 – Nov 2008 |
-68.92%
Nov 2003 – Nov 2008 |
-34.01%
Nov 1998 – Nov 2008 |
-25.14%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMA (Thornburg Mortgage Inc) |
68.10%
Jun 2000 – Jun 2003 |
47.07%
Jun 2000 – Jun 2005 |
26.80%
Dec 1994 – Dec 2004 |
-14.13%
Aug 1993 – Aug 2008 |
Annualized Rolling Returns Comparison Chart