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 | -41.32% | -37.91% | -38.96% |
| 1-Year Performance | -38.26% | -31.45% | -33.57% |
| 3-Year Performance | -45.20% | -25.25% | -31.92% |
| 5-Year Performance | -41.15% | -0.24% | -14.94% |
| Since Inception (30 Dec 2004) | -81.93% | 38.92% | -26.82% |
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 | 180.67 / 158.35 | 1,389.25 / 1,214.07 | 731.79 / 640.08 |
| Month High/Low | 180.67 / 158.35 | 1,389.25 / 1,214.07 | 731.79 / 640.08 |
Index Correlation and Volatility
Index correlation to selected index peers and index volatility are updated daily.
| Index Correlation | |
| MSCI World REITS | 0.6895 |
| MSCI US REIT | 0.7330 |
| FTSE NAREIT All REITs | 0.7290 |
| Index Volatility | |
| 1-month Volatility | 29.34 |
| 1-year Volatility | 68.53 |
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 | -8.17% | -14.88% | 1.50% |
| APOLLO COMMERCIAL REAL ESTATE | -40.71% | -43.31% | 2.59% |
| CAPSTEAD MORTGAGE CORP | -18.33% | -18.75% | 2.02% |
| INVESCO MORTGAGE CAPITAL | -75.31% | -77.59% | 4.98% |
| MFA FINANCIAL INC | -58.25% | -64.05% | 3.00% |
| PENNYMAC MORTGAGE INVESTMENT | -1.94% | -8.45% | 2.04% |
| REDWOOD TRUST INC | -53.90% | -55.91% | 1.60% |
| STARWOOD PROPERTY TRUST INC | -24.76% | -33.76% | 2.41% |
| BLACKSTONE MORTGAGE TRUST INC | -24.11% | -31.67% | 2.08% |
| NEW RESIDENTIAL INVESTMENT CORP | -41.78% | -49.43% | 2.18% |
| NEW YORK MORTGAGE TRUST INC | -51.14% | -56.32% | 3.49% |
| CHIMERA INVESTMENT CORP | -48.98% | -54.87% | -3.04% |
| ARMOUR RESIDENTIAL REIT INC | -39.82% | -44.19% | 2.27% |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 44.72% | 18.19% | 1.51% |
| LADDER CAPITAL CORP | -49.22% | -55.53% | 2.13% |
| AGNC INVESTMENT CORP | -8.54% | -16.86% | 1.33% |
| ORCHID ISLAND CAPITAL INC | -1.52% | -4.12% | 1.81% |
| TWO HARBORS INVESTMENT CORP | -52.71% | -60.40% | 3.53% |
| ARBOR REALTY TRUST INC | -3.83% | -21.09% | -0.09% |
| COLONY CREDIT REAL ESTATE INC - A | -53.85% | -47.75% | 4.92% |
| KKR REAL ESTATE FINANCE TRUS | -1.55% | -10.78% | 2.80% |
| TPG RE FINANCE TRUST INC | -48.47% | -52.73% | 3.96% |
| DYNEX CAPITAL INC | 7.09% | -4.18% | 1.34% |
| TRINITY MERGER CORP | -1.45% | -20.75% | 2.56% |
| ELLINGTON FINANCIAL INC | -19.36% | -28.59% | 4.02% |
| Worst 5 Components | 1-Year | Year-to-Date | 1-Day |
| ANNALY CAPITAL MANAGEMENT INC | -8.17% | -14.88% | 1.50% |
| APOLLO COMMERCIAL REAL ESTATE | -40.71% | -43.31% | 2.59% |
| CAPSTEAD MORTGAGE CORP | -18.33% | -18.75% | 2.02% |
| INVESCO MORTGAGE CAPITAL | -75.31% | -77.59% | 4.98% |
| MFA FINANCIAL INC | -58.25% | -64.05% | 3.00% |
| PENNYMAC MORTGAGE INVESTMENT | -1.94% | -8.45% | 2.04% |
| REDWOOD TRUST INC | -53.90% | -55.91% | 1.60% |
| STARWOOD PROPERTY TRUST INC | -24.76% | -33.76% | 2.41% |
| BLACKSTONE MORTGAGE TRUST INC | -24.11% | -31.67% | 2.08% |
| NEW RESIDENTIAL INVESTMENT CORP | -41.78% | -49.43% | 2.18% |
| NEW YORK MORTGAGE TRUST INC | -51.14% | -56.32% | 3.49% |
| CHIMERA INVESTMENT CORP | -48.98% | -54.87% | -3.04% |
| ARMOUR RESIDENTIAL REIT INC | -39.82% | -44.19% | 2.27% |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 44.72% | 18.19% | 1.51% |
| LADDER CAPITAL CORP | -49.22% | -55.53% | 2.13% |
| AGNC INVESTMENT CORP | -8.54% | -16.86% | 1.33% |
| ORCHID ISLAND CAPITAL INC | -1.52% | -4.12% | 1.81% |
| TWO HARBORS INVESTMENT CORP | -52.71% | -60.40% | 3.53% |
| ARBOR REALTY TRUST INC | -3.83% | -21.09% | -0.09% |
| COLONY CREDIT REAL ESTATE INC - A | -53.85% | -47.75% | 4.92% |
| KKR REAL ESTATE FINANCE TRUS | -1.55% | -10.78% | 2.80% |
| TPG RE FINANCE TRUST INC | -48.47% | -52.73% | 3.96% |
| DYNEX CAPITAL INC | 7.09% | -4.18% | 1.34% |
| TRINITY MERGER CORP | -1.45% | -20.75% | 2.56% |
| ELLINGTON FINANCIAL INC | -19.36% | -28.59% | 4.02% |
