Index Performance
Index performance of price, total return net and total return gross indices is displayed in realtime.
| Period | Price | Total Return Gross | Total Return Net |
| Year-to-Date Performance | 2.29% | 2.35% | 2.33% |
| 1-Year Performance | -30.50% | -22.95% | -25.31% |
| 3-Year Performance | -29.56% | -4.04% | -12.59% |
| 5-Year Performance | -6.77% | 56.43% | 33.80% |
| Since Inception (30 Dec 2004) | -77.93% | 77.82% | -7.64% |
Index Records
Index highs and lows of price, total return net and total return gross indices are displayed in realtime.
| Period | Price | Total Return Gross | Total Return Net |
| All Time High/Low | 1,034.79 / 96.61 | 2,415.50 / 719.80 | 1,293.72 / 299.56 |
| 52-Weeks High/Low | 331.98 / 96.61 | 2,415.50 / 719.80 | 1,293.72 / 382.78 |
| Quarter High/Low | 220.68 / 209.02 | 1,778.22 / 1,683.28 | 923.58 / 874.43 |
| Month High/Low | 220.68 / 209.02 | 1,778.22 / 1,683.28 | 923.58 / 874.43 |
Index Correlation and Volatility
Index correlation to selected index peers and index volatility are updated daily.
| Index Correlation | |
| MSCI World REITS | 0.6911 |
| MSCI US REIT | 0.7372 |
| FTSE NAREIT All REITs | 0.7320 |
| Index Volatility | |
| 1-month Volatility | 20.02 |
| 1-year Volatility | 70.51 |
Component Performance
Displayed are the best and worst index components over a selected period of time. Data is updated daily.
| Best 5 Components | 1-Year | Year-to-Date | 1-Day |
| ANNALY CAPITAL MANAGEMENT INC | -1.99% | -1.07% | 0.97% |
| APOLLO COMMERCIAL REAL ESTATE | -25.05% | 4.57% | -0.85% |
| INVESCO MORTGAGE CAPITAL | -74.62% | 7.84% | 3.49% |
| MFA FINANCIAL INC | -49.13% | -0.51% | 2.38% |
| PENNYMAC MORTGAGE INVESTMENT | -16.04% | 0.40% | 1.26% |
| REDWOOD TRUST INC | -42.05% | 6.61% | 6.73% |
| STARWOOD PROPERTY TRUST INC | -14.86% | -1.40% | 0.11% |
| BLACKSTONE MORTGAGE TRUST INC | -19.52% | -1.45% | -0.22% |
| NEW RESIDENTIAL INVESTMENT CORP | -37.93% | -1.71% | 2.30% |
| NEW YORK MORTGAGE TRUST INC | -33.48% | 5.96% | 2.09% |
| CHIMERA INVESTMENT CORP | -43.21% | 2.44% | 1.16% |
| ARMOUR RESIDENTIAL REIT INC | -35.06% | 4.83% | 0.99% |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | 108.76% | 8.54% | 5.24% |
| LADDER CAPITAL CORP | -38.49% | 6.13% | -0.67% |
| AGNC INVESTMENT CORP | -2.92% | 3.11% | 1.16% |
| ORCHID ISLAND CAPITAL INC | 0.89% | 3.07% | -2.71% |
| TWO HARBORS INVESTMENT CORP | -53.08% | 1.73% | 1.57% |
| ARBOR REALTY TRUST INC | 10.46% | 3.31% | 0.34% |
| COLONY CREDIT REAL ESTATE INC - A | -33.32% | 13.33% | -3.08% |
| KKR REAL ESTATE FINANCE TRUS | -5.00% | -0.06% | 0.28% |
| DYNEX CAPITAL INC | 14.44% | 4.49% | 0.76% |
| READY CAPITAL CORP | -10.64% | -0.96% | 1.23% |
| TRINITY MERGER CORP | -7.41% | 4.41% | 0.38% |
| ELLINGTON FINANCIAL INC | -6.75% | 6.40% | 1.94% |
| ARES COMMERCIAL REAL ESTATE CORP | -16.28% | 0.17% | -1.08% |
| Worst 5 Components | 1-Year | Year-to-Date | 1-Day |
| ANNALY CAPITAL MANAGEMENT INC | -1.99% | -1.07% | 0.97% |
| APOLLO COMMERCIAL REAL ESTATE | -25.05% | 4.57% | -0.85% |
| INVESCO MORTGAGE CAPITAL | -74.62% | 7.84% | 3.49% |
| MFA FINANCIAL INC | -49.13% | -0.51% | 2.38% |
| PENNYMAC MORTGAGE INVESTMENT | -16.04% | 0.40% | 1.26% |
| REDWOOD TRUST INC | -42.05% | 6.61% | 6.73% |
| STARWOOD PROPERTY TRUST INC | -14.86% | -1.40% | 0.11% |
| BLACKSTONE MORTGAGE TRUST INC | -19.52% | -1.45% | -0.22% |
| NEW RESIDENTIAL INVESTMENT CORP | -37.93% | -1.71% | 2.30% |
| NEW YORK MORTGAGE TRUST INC | -33.48% | 5.96% | 2.09% |
| CHIMERA INVESTMENT CORP | -43.21% | 2.44% | 1.16% |
| ARMOUR RESIDENTIAL REIT INC | -35.06% | 4.83% | 0.99% |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | 108.76% | 8.54% | 5.24% |
| LADDER CAPITAL CORP | -38.49% | 6.13% | -0.67% |
| AGNC INVESTMENT CORP | -2.92% | 3.11% | 1.16% |
| ORCHID ISLAND CAPITAL INC | 0.89% | 3.07% | -2.71% |
| TWO HARBORS INVESTMENT CORP | -53.08% | 1.73% | 1.57% |
| ARBOR REALTY TRUST INC | 10.46% | 3.31% | 0.34% |
| COLONY CREDIT REAL ESTATE INC - A | -33.32% | 13.33% | -3.08% |
| KKR REAL ESTATE FINANCE TRUS | -5.00% | -0.06% | 0.28% |
| DYNEX CAPITAL INC | 14.44% | 4.49% | 0.76% |
| READY CAPITAL CORP | -10.64% | -0.96% | 1.23% |
| TRINITY MERGER CORP | -7.41% | 4.41% | 0.38% |
| ELLINGTON FINANCIAL INC | -6.75% | 6.40% | 1.94% |
| ARES COMMERCIAL REAL ESTATE CORP | -16.28% | 0.17% | -1.08% |
