MVIS US Mortgage REITs Index

The MVIS US Mortgage REITS Index (MVMORT) tracks the performance of the largest and more liquid companies in the US Mortgage REITS Industry. This is a modified market cap-weighted index, and only includes REITs that derive at least 50% of their revenues from Mortgage, such as REITs that are primarily engaged in the purchase or service of commercial or residential mortgage loans or mortgage related securities. MVMORT covers at least 90% of the investable universe.

Index Performance

Index performance of price, total return net and total return gross indices is displayed in realtime.

PeriodPriceTotal Return GrossTotal Return Net
Year-to-Date Performance-15.63%-13.16%-13.91%
1-Year Performance-21.31%-13.85%-16.17%
3-Year Performance-34.32%-12.19%-19.54%
5-Year Performance-40.51%-2.45%-15.95%
Since Inception (30 Dec 2004)-80.54%75.82%-11.77%

Index Records

Index highs and lows of price, total return net and total return gross indices are displayed in realtime.

PeriodPriceTotal Return GrossTotal Return Net
All Time High/Low1,034.79 / 96.61 2,415.50 / 719.80 1,293.72 / 299.56
52-Weeks High/Low263.60 / 191.49 2,177.49 / 1,729.76 1,122.54 / 868.04
Quarter High/Low216.44 / 191.49 1,944.92 / 1,729.76 977.56 / 868.04
Month High/Low206.75 / 191.49 1,864.73 / 1,729.76 936.22 / 868.04

Index Correlation and Volatility

Index correlation to selected index peers and index volatility are updated daily.

Index Correlation
MSCI World REITS0.5298
MSCI US REIT0.6224
FTSE NAREIT All REITs0.6308
Index Volatility
1-month Volatility30.42
1-year Volatility19.99

Component Performance

Displayed are the best and worst index components over a selected period of time. Data is updated daily.

Best 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC-16.61%-11.27%2.91%
APOLLO COMMERCIAL REAL ESTATE-9.65%-4.56%3.46%
INVESCO MORTGAGE CAPITAL-42.93%-32.18%5.42%
PENNYMAC MORTGAGE INVESTMENT-9.40%-8.68%1.92%
REDWOOD TRUST INC0.61%-23.14%5.08%
STARWOOD PROPERTY TRUST INC2.20%-2.85%3.26%
BLACKSTONE MORTGAGE TRUST INC6.86%0.61%2.65%
NEW RESIDENTIAL INVESTMENT CORP17.44%3.74%3.72%
NEW YORK MORTGAGE TRUST INC-23.76%-15.97%3.40%
CHIMERA INVESTMENT CORP-20.03%-33.92%2.21%
ARMOUR RESIDENTIAL REIT INC-28.25%-18.24%2.96%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC-15.66%-28.80%6.77%
LADDER CAPITAL CORP6.10%-4.26%2.45%
AGNC INVESTMENT CORP-23.59%-14.54%2.31%
ORCHID ISLAND CAPITAL INC-35.11%-30.44%3.15%
TWO HARBORS INVESTMENT CORP-16.51%-5.93%2.14%
ARBOR REALTY TRUST INC5.05%-6.09%1.44%
KKR REAL ESTATE FINANCE TRUS5.48%-5.30%2.44%
DYNEX CAPITAL INC-7.65%-0.30%1.70%
READY CAPITAL CORP16.98%-5.20%2.71%
BROADMARK REALTY CAPITAL INC-19.72%-18.72%2.49%
ELLINGTON FINANCIAL INC-11.38%-8.72%3.15%
ARES COMMERCIAL REAL ESTATE CORP12.77%5.91%3.58%
BRIGHTSPIRE CAPITAL INC-0.65%-17.25%0.97%
MFA FINANCIAL INC-14.14%-24.45%0.68%
Worst 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC-16.61%-11.27%2.91%
APOLLO COMMERCIAL REAL ESTATE-9.65%-4.56%3.46%
INVESCO MORTGAGE CAPITAL-42.93%-32.18%5.42%
PENNYMAC MORTGAGE INVESTMENT-9.40%-8.68%1.92%
REDWOOD TRUST INC0.61%-23.14%5.08%
STARWOOD PROPERTY TRUST INC2.20%-2.85%3.26%
BLACKSTONE MORTGAGE TRUST INC6.86%0.61%2.65%
NEW RESIDENTIAL INVESTMENT CORP17.44%3.74%3.72%
NEW YORK MORTGAGE TRUST INC-23.76%-15.97%3.40%
CHIMERA INVESTMENT CORP-20.03%-33.92%2.21%
ARMOUR RESIDENTIAL REIT INC-28.25%-18.24%2.96%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC-15.66%-28.80%6.77%
LADDER CAPITAL CORP6.10%-4.26%2.45%
AGNC INVESTMENT CORP-23.59%-14.54%2.31%
ORCHID ISLAND CAPITAL INC-35.11%-30.44%3.15%
TWO HARBORS INVESTMENT CORP-16.51%-5.93%2.14%
ARBOR REALTY TRUST INC5.05%-6.09%1.44%
KKR REAL ESTATE FINANCE TRUS5.48%-5.30%2.44%
DYNEX CAPITAL INC-7.65%-0.30%1.70%
READY CAPITAL CORP16.98%-5.20%2.71%
BROADMARK REALTY CAPITAL INC-19.72%-18.72%2.49%
ELLINGTON FINANCIAL INC-11.38%-8.72%3.15%
ARES COMMERCIAL REAL ESTATE CORP12.77%5.91%3.58%
BRIGHTSPIRE CAPITAL INC-0.65%-17.25%0.97%
MFA FINANCIAL INC-14.14%-24.45%0.68%
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