Industry: REIT—Mortgage
| Symbol | Full Name | Sector | Industry | YTD Return | 10Y Return (Annualized) | Dividend Yield | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Arlington Asset Investment Corp. | Real Estate | REIT—Mortgage | — | — | — | ||||||||
| Arbor Realty Trust, Inc. | Real Estate | REIT—Mortgage | -14.65% | 16.37% | 13.64% | ||||||||
| ACRES Commercial Realty Corp. | Real Estate | REIT—Mortgage | 42.00% | -9.64% | 0.00% | ||||||||
| Ares Commercial Real Estate Corporation | Real Estate | REIT—Mortgage | -32.40% | 3.06% | 18.32% | ||||||||
| AGNC Investment Corp. | Real Estate | REIT—Mortgage | -2.24% | 2.95% | 15.58% | ||||||||
| AGNC Investment Corp. | Real Estate | REIT—Mortgage | 6.42% | — | 6.99% | ||||||||
| AGNC Investment Corp. | Real Estate | REIT—Mortgage | 5.70% | — | 10.51% | ||||||||
| Great Ajax Corp. | Real Estate | REIT—Mortgage | -33.42% | — | 17.53% | ||||||||
| Angel Oak Mortgage, Inc. | Real Estate | REIT—Mortgage | 3.54% | — | 12.00% | ||||||||
| Apollo Commercial Real Estate Finance, Inc. | Real Estate | REIT—Mortgage | -5.62% | 6.87% | 13.05% | ||||||||
| ARMOUR Residential REIT, Inc. | Real Estate | REIT—Mortgage | -0.87% | -8.22% | 22.84% | ||||||||
| Blackstone Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | -14.36% | 4.11% | 14.05% | ||||||||
| Cherry Hill Mortgage Investment Corporation | Real Estate | REIT—Mortgage | -12.74% | -4.83% | 17.75% | ||||||||
| Chimera Investment Corporation | Real Estate | REIT—Mortgage | -14.72% | -1.03% | 13.98% | ||||||||
| Claros Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | -35.57% | — | 13.10% | ||||||||
| Dynex Capital, Inc. | Real Estate | REIT—Mortgage | -2.82% | 3.60% | 13.38% | ||||||||
| Ellington Residential Mortgage REIT | Real Estate | REIT—Mortgage | 13.90% | 3.65% | 14.29% | ||||||||
| Ellington Financial Inc. | Real Estate | REIT—Mortgage | -5.36% | 4.59% | 15.34% | ||||||||
| Franklin BSP Realty Trust, Inc. | Real Estate | REIT—Mortgage | -4.32% | 2.48% | 11.29% | ||||||||
| Granite Point Mortgage Trust Inc. | Real Estate | REIT—Mortgage | -24.79% | — | 17.32% |