Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCC (Federal Home Loan Mortgage Corp) | -37.87% | -8.03% | 142.83% | 22.12% | 11.45% | 20.33% | -10.31% | … | … |
Data as of 06/04/2026, Common starting date is 01/23/1985
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCC (Federal Home Loan Mortgage Corp) | 01/23/1985 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.48 | -8.03 | 142.83 | 22.12 | 11.45 | 20.33 | -10.31 | … | … | -37.87 | 209.60 | 284.18 | 140.59 | -57.43 | -64.38 | -22.43 | 183.38 | -57.94 | -32.62 | 130.86 | -21.36 | -28.97 | 1,002.66 | 24.06 | -30.45 | -79.27 | 101.37 | -97.80 | -48.17 | 7.05 | -9.17 | 28.75 | 0.75 | -8.44 | -4.19 | 48.43 | -26.15 | 55.11 | 53.74 | 34.75 | 69.69 | 3.17 | 4.94 | 7.46 | 188.65 | -25.48 | 35.95 | 4.11 | -23.01 | 71.40 | -12.74 |
| Sharpe Ratio | NA | -0.25 | 1.49 | 0.26 | 0.13 | NA | NA | … | … | -0.70 | 2.16 | 3.04 | 1.89 | -1.15 | -0.87 | -0.30 | 2.26 | -1.27 | -0.51 | 1.60 | -0.43 | -0.32 | 6.75 | 0.36 | -0.31 | -0.72 | 0.67 | -0.39 | -0.92 | 0.24 | -0.53 | 1.56 | 0.00 | -0.32 | -0.26 | 0.97 | -0.82 | 1.40 | 1.46 | 1.15 | 2.83 | 0.00 | 0.13 | 0.16 | 5.71 | -0.75 | 0.99 | -0.01 | -1.12 | 3.09 | -0.50 |
| Standard Deviation(%) | NA | 87.95 | 92.88 | 83.40 | 76.35 | NA | NA | … | … | 100.29 | 98.23 | 92.16 | 73.28 | 51.26 | 73.86 | 76.17 | 80.59 | 46.97 | 65.74 | 81.73 | 50.05 | 91.59 | 148.63 | 67.52 | 97.41 | 110.00 | 151.16 | 256.19 | 56.13 | 15.19 | 21.61 | 17.83 | 30.66 | 29.66 | 25.77 | 45.58 | 35.92 | 36.79 | 34.05 | 26.67 | 23.26 | 25.84 | 21.41 | 30.01 | 32.16 | 40.90 | 30.45 | 152.82 | 24.32 | 21.58 | 38.14 |
| Draw Down(%) | NA | 71.31 | 71.31 | 85.46 | 91.97 | NA | NA | … | … | 61.15 | 44.59 | 40.68 | 34.11 | 62.61 | 70.94 | 63.86 | 36.84 | 57.94 | 48.56 | 35.12 | 49.69 | 73.19 | 73.33 | 43.32 | 77.36 | 84.86 | 58.14 | 99.22 | 63.33 | 17.31 | 24.67 | 11.99 | 26.10 | 20.50 | 13.01 | 25.28 | 28.59 | 23.11 | 19.08 | 14.06 | 13.92 | 23.11 | 15.86 | 25.39 | 14.93 | 60.63 | 39.74 | 76.52 | 33.99 | 11.06 | 33.43 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.31 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.53 | 2.58 | 2.92 | 2.08 | 2.05 | 1.70 | 1.34 | 0.90 | 1.53 | 0.98 | 1.12 | 0.37 | 2.11 | 3.57 | 2.10 | 1.82 | 0.87 | 4.08 | 2.33 | 3.24 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 01/23/1985
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCC (Federal Home Loan Mortgage Corp) |
-82.70%
Sep 2007 – Sep 2010 |
-68.40%
Nov 2006 – Nov 2011 |
-43.12%
Nov 2001 – Nov 2011 |
-28.02%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCC (Federal Home Loan Mortgage Corp) |
206.17%
Dec 2022 – Dec 2025 |
85.84%
Nov 2011 – Nov 2016 |
38.09%
Oct 1990 – Oct 2000 |
27.83%
Sep 2010 – Sep 2025 |
Annualized Rolling Returns Comparison Chart