New York Mortgage Trust, Inc.

10-Year Study

ADAM.US · Real Estate · US · Common Stock

Executive Summary: New York Mortgage Trust, Inc. has compounded at 0.5% annually over the last 10 years, with a maximum drawdown of 75.6% and an annualized volatility of 35.5%.

1Y CAGR
+31.1%
3Y CAGR
+3.1%
5Y CAGR
-5.4%
10Y CAGR
+0.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
75.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +36.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -36.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.63.0-10.73.5————————4.4%
2025-0.516.3-4.5-9.611.25.8-5.514.1-0.3-4.314.2-1.236.5%
2024-8.1-8.02.7-4.9-13.11.611.02.9-2.1-8.86.42.2-19.3%
202321.9-14.4-2.73.2-5.04.62.3-6.2-7.9-8.212.8-0.7-5.5%
20220.8-6.46.9-11.8-5.9-5.413.8-10.8-13.115.04.5-5.5-20.8%
20211.111.89.62.7-1.51.0-2.21.1-1.33.1-15.02.410.7%
20201.9-10.2-72.840.6-4.627.90.40.8-0.6-0.438.67.6-36.2%
20196.6-4.54.93.4-4.15.9-1.50.72.42.8-0.53.220.3%
2018-7.6-3.311.32.21.70.83.33.1-1.91.01.0-1.89.0%
2017-2.9-1.20.53.9-3.03.21.6-0.91.4-2.06.1-0.56.0%
2016———9.714.46.67.2-7.63.7-1.813.02.456.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 26.6% of variance. Idiosyncratic stock-specific factors contribute 25.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110970.599941165274
2016-05-0112552.734949557873
2016-06-0113379.70894114797
2016-07-0114344.944539618265
2016-08-0113248.196023464674
2016-09-0113736.870338645762
2016-10-0113485.957535171054
2016-11-0115243.039332744986
2016-12-0115604.699856374049
2017-01-0115155.47941649795
2017-02-0114966.343075671839
2017-03-0115048.36560591116
2017-04-0115633.598089601826
2017-05-0115170.18809808095
2017-06-0115651.76763743965
2017-07-0115903.545657478067
2017-08-0115752.478845455016
2017-09-0115976.569935454843
2017-10-0115664.74588589524
2017-11-0116626.00148817249
2017-12-0116544.671131184135
2018-01-0115284.39668449013
2018-02-0114774.957171780097
2018-03-0116450.362525740195
2018-04-0116810.98478949281
2018-05-0117088.37321981692
2018-06-0117231.82612607936
2018-07-0117805.291664503628
2018-08-0118350.032013012857
2018-09-0118004.983647406945
2018-10-0118182.699129592136
2018-11-0118360.41461177733
2018-12-0118025.748844935886
2019-01-0119219.2285729118
2019-02-0118362.31808821748
2019-03-0119253.837235460032
2019-04-0119917.80442644794
2019-05-0119095.848690927338
2019-06-0120231.012822509474
2019-07-0119937.185277474953
2019-08-0120067.83297859454
2019-09-0120542.144698818112
2019-10-0121115.61023724238
2019-11-0121014.37989928879
2019-12-0121688.037515790205
2020-01-0122105.764072747406
2020-02-0119842.87667203101
2020-03-015395.836577895447
2020-04-017588.987523577152
2020-05-017240.99742165464
2020-06-019258.682448216789
2020-07-019294.15632732873
2020-08-019365.104085552613
2020-09-019307.307619097059
2020-10-019270.79548010867
2020-11-0112847.773797781583
2020-12-0113830.313727526
2021-01-0113980.169236359861
2021-02-0115629.272006783296
2021-03-0117133.710567755108
2021-04-0117593.659693021164
2021-05-0117325.269514959593
2021-06-0117506.96499333783
2021-07-0117115.367976604546
2021-08-0117311.079963314816
2021-09-0117077.99062105245
2021-10-0117599.19707902888
2021-11-0114953.19178390351
2021-12-0115309.83405146308
2022-01-0115433.21393344754
2022-02-0114445.48270432089
2022-03-0115435.463496513177
2022-04-0113617.124366228867
2022-05-0112813.511221858831
2022-06-0112127.740573465537
2022-07-0113797.435498105175
2022-08-0112303.552579210576
2022-09-0110690.269774524564
2022-10-0112289.189984253057
2022-11-0112837.391199017115
2022-12-0112125.317967087161
2023-01-0114777.725864783955
2023-02-0112646.17833843811
2023-03-0112298.707366453822
2023-04-0112693.938292754676
2023-05-0112064.233677689526
2023-06-0112623.682707781756
2023-07-0112916.298949627091
2023-08-0112114.589281697208
2023-09-0111152.814549481736
2023-10-0110233.26238557511
2023-11-0111546.834172593399
2023-12-0111464.119469103116
2024-01-0110536.780356123136
2024-02-019690.079426880548
2024-03-019948.087006177646
2024-04-019464.43094706605
2024-05-018220.941701707936
2024-06-018351.589402827527
2024-07-019266.815483915623
2024-08-019538.493484919274
2024-09-019338.28237207773
2024-10-018512.173597051342
2024-11-019058.125248749762
2024-12-019254.875495336482
2025-01-019209.01901746007
2025-02-0110705.670629358528
2025-03-0110226.167609752722
2025-04-019249.165066016023
2025-05-0110289.155375590508
2025-06-0110882.866981605497
2025-07-0110281.88755645538
2025-08-0111727.491391095191
2025-09-0111689.767948917613
2025-10-0111186.557995466264
2025-11-0112779.94081918704
2025-12-0112632.161830106075
2026-01-0113843.46501929433
2026-02-0114258.76896987316
2026-03-0112735.987817750782
2026-04-0113185.900430877848
Annual Return Matrix
YearAnnual Return
20170.06023642130009543
20180.08951992469406966
20190.2031698489953826
2020-0.3623068146457836
20210.1069766277964066
2022-0.20800461152428962
2023-0.05453040487505534
2024-0.19270943396226414
20250.3649196941084083
20260.043835616438356206
Total Factor Risk
0.35516815370835897
VTI.US Exposure
-0.04037808311279975
VEA.US Exposure
0.26598299811423276
VWO.US Exposure
-0.02449106240260212
QQQ.US Exposure
0.1374865527512587
VTV.US Exposure
0.07210038026446566
IJR.US Exposure
0.03078042268382122
QUAL.US Exposure
-0.13377568094038073
SHV.US Exposure
0.10025366234772973
TLT.US Exposure
-0.06076442626208791
LQD.US Exposure
0.20068331724937144
HYG.US Exposure
0.024054532583405386
GLD.US Exposure
-0.008186828940812697
USO.US Exposure
0.0005670003144579431
VNQ.US Exposure
0.11631393614811035
BTC-USD.CC Exposure
0.015074502125104514
CPER.US Exposure
-0.006426501508316344
VIX.INDX Exposure
-0.013733099572816496
UUP.US Exposure
-0.00437040153238518
TIP.US Exposure
0.07221476828198167
Idiosyncratic Exposure
0.2566140114082618
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →6.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.70%
Market Cap$668.6M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$398
Avg Yield on Cost
3.98%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3983.98%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is New York Mortgage Trust, Inc. a high-risk investment?

New York Mortgage Trust, Inc. (ADAM.US) has an annualized volatility of 35.5% and experienced a maximum drawdown of 75.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of ADAM.US?

Over the past 10 years, ADAM.US has generated a Compound Annual Growth Rate (CAGR) of 0.5%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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