Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRMT (Tremont Mortgage Trust) | NA | 119.87% | -12.72% | NA | NA | NA | NA | -18.52% |
Data as of 10/01/2021, AR inception is 09/14/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRMT (Tremont Mortgage Trust) | 09/14/2017 | 10/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.74 | 119.87 | -12.72 | NA | NA | NA | NA | -18.52 | 51.07 | -9.90 | -51.44 | -38.39 | -15.04 |
| Sharpe Ratio | NA | 2.91 | -0.21 | NA | NA | NA | NA | -0.33 | 2.10 | -0.11 | -1.05 | -0.48 | -1.77 |
| Standard Deviation(%) | NA | 41.22 | 63.30 | NA | NA | NA | NA | 57.85 | 34.90 | 90.70 | 50.33 | 82.88 | 24.54 |
| Draw Down(%) | NA | 14.86 | 83.47 | NA | NA | NA | NA | 88.62 | 10.76 | 72.43 | 64.18 | 45.81 | 15.44 |
| Yield(%) | 0.00 | 31.06 | 5.58 | 2.22 | 1.11 | 0.74 | 0.56 | 2.78 | 9.79 | 15.29 | 8.51 | 0.00 | 0.00 |
Data as of 10/01/2021, AR inception is 09/14/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRMT (Tremont Mortgage Trust) |
-40.83%
Oct 2017 - Oct 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRMT (Tremont Mortgage Trust) |
-11.20%
May 2018 - May 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart