Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMC (Western Asset Mortgage Capital) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 12/15/2023, Common starting date is 05/10/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMC (Western Asset Mortgage Capital) | 05/10/2012 | 12/15/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | 392.15 | -29.33 | -67.08 | 39.82 | -4.85 | 11.40 | 12.94 | -16.12 | 18.56 | 1.99 | 17.40 |
| Sharpe Ratio | NA | 0.51 | 0.38 | 0.07 | 0.10 | NA | NA | … | … | 0.41 | 1.66 | -0.73 | -0.54 | 2.74 | -0.33 | 0.67 | 0.46 | -0.66 | 0.95 | 0.07 | 1.05 |
| Standard Deviation(%) | NA | 32.74 | 139.64 | 121.65 | 87.35 | NA | NA | … | … | 32.06 | 236.66 | 40.08 | 123.49 | 14.03 | 18.81 | 16.04 | 27.77 | 24.57 | 19.44 | 29.23 | 27.39 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 51.81 | 49.14 | 87.15 | 9.81 | 23.03 | 9.77 | 17.31 | 29.92 | 15.92 | 32.36 | 25.36 |
| Yield(%) | NA | 18.86 | 24.43 | 9.00 | 9.36 | 7.22 | 5.41 | … | … | 14.16 | 39.64 | 7.82 | 1.07 | 14.50 | 12.50 | 11.98 | 13.31 | 16.72 | 18.49 | 19.15 | 12.45 |
Data as of 12/15/2023, Common starting date is 05/10/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMC (Western Asset Mortgage Capital) |
-46.28%
Jun 2019 – Jun 2022 |
-28.08%
Jun 2017 – Jun 2022 |
-12.25%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMC (Western Asset Mortgage Capital) |
88.47%
Sep 2020 – Sep 2023 |
16.11%
Aug 2017 – Aug 2022 |
11.04%
Aug 2013 – Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart