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 | -10.16% | 16.91% | 12.95% | ||||||||
| ACRES Commercial Realty Corp. | Real Estate | REIT—Mortgage | 45.22% | -9.39% | 0.00% | ||||||||
| Ares Commercial Real Estate Corporation | Real Estate | REIT—Mortgage | -32.00% | 3.09% | 18.21% | ||||||||
| AGNC Investment Corp. | Real Estate | REIT—Mortgage | -0.87% | 3.01% | 15.37% | ||||||||
| AGNC Investment Corp. | Real Estate | REIT—Mortgage | 6.42% | — | 6.99% | ||||||||
| AGNC Investment Corp. | Real Estate | REIT—Mortgage | 5.24% | — | 10.56% | ||||||||
| Great Ajax Corp. | Real Estate | REIT—Mortgage | -29.16% | — | 16.48% | ||||||||
| Angel Oak Mortgage, Inc. | Real Estate | REIT—Mortgage | 0.82% | — | 12.32% | ||||||||
| Apollo Commercial Real Estate Finance, Inc. | Real Estate | REIT—Mortgage | -3.16% | 7.14% | 12.72% | ||||||||
| ARMOUR Residential REIT, Inc. | Real Estate | REIT—Mortgage | 3.37% | -7.84% | 21.91% | ||||||||
| Blackstone Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | -7.18% | 4.97% | 12.96% | ||||||||
| Cherry Hill Mortgage Investment Corporation | Real Estate | REIT—Mortgage | -9.38% | -4.47% | 17.09% | ||||||||
| Chimera Investment Corporation | Real Estate | REIT—Mortgage | -14.10% | -1.05% | 13.88% | ||||||||
| Claros Mortgage Trust, Inc. | Real Estate | REIT—Mortgage | -32.25% | — | 12.46% | ||||||||
| Dynex Capital, Inc. | Real Estate | REIT—Mortgage | -1.40% | 3.75% | 13.19% | ||||||||
| Ellington Residential Mortgage REIT | Real Estate | REIT—Mortgage | 14.40% | 3.61% | 14.22% | ||||||||
| Ellington Financial Inc. | Real Estate | REIT—Mortgage | -4.79% | 4.67% | 15.25% | ||||||||
| Franklin BSP Realty Trust, Inc. | Real Estate | REIT—Mortgage | -3.02% | 2.54% | 11.14% | ||||||||
| Granite Point Mortgage Trust Inc. | Real Estate | REIT—Mortgage | -22.36% | — | 16.78% |