Absolute Return Mortgage Backed Securities Index
Live
This index is the median of all mortgage backed securities funds in the Absolute Return Database.
IndexComposite
Statistics
Monthly returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 0.95% | 0.59% | (13.28%) | 0.74% | 2.35% | (9.20%) | |||||||
| 2019 | 0.73% | 0.59% | 0.49% | 0.74% | 0.55% | 0.51% | 0.60% | 0.42% | 0.56% | 0.38% | 0.45% | 0.75% | 6.98% |
| 2018 | 0.67% | 0.51% | 0.33% | 0.50% | 0.36% | 0.37% | 0.45% | 0.39% | 0.67% | 0.43% | 0.13% | (0.25%) | 4.65% |
| 2017 | 1.13% | 0.42% | 0.47% | 0.47% | 0.67% | 0.57% | 0.51% | 0.50% | 0.48% | 0.64% | 0.44% | 0.27% | 6.77% |
| 2016 | (0.63%) | (1.44%) | 0.47% | 0.60% | 0.61% | 0.15% | 2.07% | 0.93% | 0.58% | 0.75% | 0.50% | 0.40% | 5.06% |
| 2015 | 0.37% | 1.11% | 0.53% | 0.78% | 0.40% | 0.14% | 0.23% | 0.17% | (0.43%) | (0.22%) | 0.20% | (0.12%) | 3.20% |
| 2014 | 1.35% | 0.94% | 0.80% | 0.90% | 0.82% | 0.75% | 1.11% | 0.34% | 0.76% | 0.24% | 0.37% | 0.45% | 9.19% |
| 2013 | 1.02% | 0.59% | 0.87% | 1.56% | 0.82% | (1.52%) | 0.88% | 0.51% | 0.69% | 1.54% | 0.94% | 0.99% | 9.22% |
| 2012 | 1.76% | 1.25% | 1.25% | 1.02% | 0.24% | 0.75% | 1.92% | 0.99% | 2.46% | 0.97% | 0.50% | 1.10% | 15.15% |
| 2011 | 1.23% | 1.20% | 0.66% | 0.41% | 0.54% | 0.18% | (0.10%) | (0.23%) | (1.91%) | (0.62%) | 1.15% | (0.15%) | 2.34% |
| 2010 | 1.35% | 0.01% | 1.10% | 1.80% | 0.06% | 0.94% | 0.62% | 1.11% | 0.88% | 0.84% | 1.64% | 0.63% | 11.53% |
| 2009 | 1.63% | 0.99% | 0.29% | 1.22% | 2.47% | 1.55% | 1.87% | 2.50% | 1.74% | 1.62% | 1.79% | 2.36% | 21.95% |
| 2008 | 0.69% | 0.51% | (0.07%) | 1.07% | 1.01% | 0.36% | 0.36% | 0.32% | (0.90%) | (0.44%) | (0.34%) | (0.83%) | 1.73% |
| 2007 | 0.77% | 0.47% | 0.59% | 0.58% | 0.57% | 0.35% | 0.10% | 1.17% | 0.74% | 1.04% | 0.22% | 0.70% | 7.54% |
| 2006 | 0.61% | 0.67% | 0.66% | 0.85% | 0.75% | 0.52% | 0.61% | 0.50% | 0.42% | 0.72% | 0.45% | 0.81% | 7.84% |
| 2005 | 0.83% | 0.68% | 0.46% | 0.54% | 0.19% | 0.35% | 0.58% | 0.43% | 0.33% | 0.30% | 0.25% | 0.31% | 5.38% |
| 2004 | 0.86% | 0.94% | 0.21% | 0.52% | 0.36% | 0.79% | 0.51% | 0.38% | 0.64% | 0.73% | 0.62% | 0.40% | 7.18% |
| 2003 | 1.04% | 0.76% | 0.41% | 0.51% | 0.63% | 0.46% | (0.75%) | 0.53% | 0.69% | 0.66% | 0.91% | 0.60% | 6.63% |
| 2002 | 1.56% | 1.10% | 1.05% | 1.49% | 0.95% | 1.13% | 0.99% | 1.03% | 0.87% | 0.48% | 0.48% | 1.05% | 12.88% |
| 2001 | 1.20% | 0.97% | 0.96% | 1.52% | 1.27% | 0.94% | 1.19% | 0.80% | 1.36% | 1.36% | 1.21% | 1.07% | 14.76% |
| 2000 | 0.51% | 1.13% | 0.22% | 1.27% | 0.25% | 1.15% | 0.89% | 1.06% | 1.45% | 0.90% | 0.88% | 0.38% | 10.56% |
| 1999 | 1.96% | 1.42% | 1.62% | 1.56% | 1.06% | 0.72% | 0.79% | 0.44% | 1.57% | 1.32% | 1.06% | 1.33% | 15.89% |
| 1998 | 0.66% | 1.24% | 0.57% | 1.04% | 0.86% | 0.44% | 1.09% | (0.13%) | 0.42% | (0.08%) | 0.89% | 1.07% | 8.36% |
Note: estimates are shown in italics
