Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHMI-PA (Cherry Hill Mortgage Investment Corporation) | 8.89% | 13.74% | 9.93% | 5.87% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 08/15/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHMI-PA (Cherry Hill Mortgage Investment Corporation) | 08/15/2017 | 06/11/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.39 | 13.74 | 9.93 | 5.87 | NA | NA | NA | … | … | 8.89 | 1.74 | 8.77 | 20.95 | -11.86 | 10.32 | 7.05 | 12.52 | 3.63 | 7.07 |
| Sharpe Ratio | NA | 0.93 | 0.39 | 0.18 | NA | NA | NA | … | … | 1.70 | -0.06 | 0.31 | 0.76 | -0.55 | 1.57 | 0.05 | 1.91 | 0.25 | 3.63 |
| Standard Deviation(%) | NA | 14.53 | 18.32 | 18.99 | NA | NA | NA | … | … | 12.20 | 18.39 | 16.63 | 22.96 | 24.10 | 6.56 | 130.40 | 5.79 | 8.85 | 5.25 |
| Draw Down(%) | NA | 11.01 | 17.52 | 26.38 | NA | NA | NA | … | … | 3.25 | 13.98 | 10.71 | 17.61 | 26.38 | 2.13 | 70.46 | 3.05 | 6.44 | 1.55 |
| Yield(%) | 0.00 | 9.60 | 9.34 | 7.85 | 7.12 | 4.75 | 3.56 | … | … | 2.48 | 9.21 | 9.06 | 10.01 | 8.04 | 8.25 | 7.96 | 8.19 | 8.02 | 3.37 |
Data as of 06/11/2026, Common starting date is 08/15/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHMI-PA (Cherry Hill Mortgage Investment Corporation) |
-2.03%
Oct 2019 – Oct 2022 |
1.84%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHMI-PA (Cherry Hill Mortgage Investment Corporation) |
23.64%
Mar 2020 – Mar 2023 |
18.81%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart