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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Invesco Mortgage Capital Inc. | Real Estate | REIT—Mortgage | 1.49% | -15.88% | 18.58% | ||||||||
| KKR Real Estate Finance Trust Inc. | Real Estate | REIT—Mortgage | -24.19% | — | 15.75% | ||||||||
| Ladder Capital Corp | Real Estate | REIT—Mortgage | -6.81% | 3.56% | 8.76% | ||||||||
| Lument Finance Trust, Inc. | Real Estate | REIT—Mortgage | 1.50% | -2.50% | 11.74% | ||||||||
| Manhattan Bridge Capital, Inc. | Real Estate | REIT—Mortgage | 5.15% | 19.89% | 8.86% | ||||||||
| MFA Financial, Inc. | Real Estate | REIT—Mortgage | -2.13% | 0.66% | 13.10% | ||||||||
| AG Mortgage Investment Trust, Inc. | Real Estate | REIT—Mortgage | -8.79% | -11.20% | 12.81% | ||||||||
| Annaly Capital Management, Inc. | Real Estate | REIT—Mortgage | -0.81% | 2.91% | 13.99% | ||||||||
| NexPoint Real Estate Finance, Inc. | Real Estate | REIT—Mortgage | -13.56% | — | 19.43% | ||||||||
| New York Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | -14.43% | -1.59% | 14.08% | ||||||||
| New York Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | 4.93% | — | 8.74% | ||||||||
| New York Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | 1.62% | — | 8.49% | ||||||||
| New York Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | 3.23% | — | 9.26% | ||||||||
| New York Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | 1.03% | — | 10.13% | ||||||||
| Orchid Island Capital, Inc. | Real Estate | REIT—Mortgage | 6.74% | -3.37% | 19.47% | ||||||||
| PennyMac Mortgage Investment Trust | Real Estate | REIT—Mortgage | -5.52% | 5.92% | 11.66% | ||||||||
| Ready Capital Corporation | Real Estate | REIT—Mortgage | -10.99% | 5.60% | 15.42% | ||||||||
| Chicago Atlantic Real Estate Finance, Inc. | Real Estate | REIT—Mortgage | 0.02% | — | 13.71% | ||||||||
| Redwood Trust, Inc. | Real Estate | REIT—Mortgage | -20.18% | -4.96% | 11.11% | ||||||||
| Sachem Capital Corp. | Real Estate | REIT—Mortgage | -11.75% | — | 14.38% |