Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCG (Federal Home Loan Mortgage Corp Pref Floating) | -30.84% | -28.24% | 75.76% | 5.40% | 6.89% | 6.80% | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCG (Federal Home Loan Mortgage Corp Pref Floating) | 07/02/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | -28.24 | 75.76 | 5.40 | 6.89 | 6.80 | NA | … | … | -30.84 | 6.82 | 319.39 | 47.92 | -28.76 | -82.43 | -24.44 | 70.78 | -12.46 | 6.93 | 168.10 | -25.66 | -57.99 | 398.15 | 50.00 | 97.80 | 24.66 |
| Sharpe Ratio | NA | -0.50 | 1.20 | 0.07 | 0.13 | NA | NA | … | … | -0.82 | 0.08 | 3.74 | 0.64 | -0.50 | -0.70 | -0.32 | 1.24 | -0.28 | 0.09 | 2.18 | -0.52 | -0.57 | 6.30 | 0.45 | 0.79 | 0.55 |
| Standard Deviation(%) | NA | 55.44 | 67.69 | 80.08 | 72.97 | NA | NA | … | … | 64.54 | 50.23 | 84.92 | 69.37 | 60.34 | 132.22 | 76.68 | 55.86 | 48.83 | 70.97 | 76.52 | 49.48 | 101.73 | 63.18 | 111.91 | 124.36 | 100.61 |
| Draw Down(%) | NA | 50.24 | 50.24 | 79.89 | 90.60 | NA | NA | … | … | 41.25 | 22.79 | 35.89 | 32.26 | 55.86 | 83.37 | 65.00 | 31.99 | 41.87 | 51.32 | 44.30 | 42.47 | 77.10 | 43.93 | 69.70 | 65.69 | 33.33 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 07/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCG (Federal Home Loan Mortgage Corp Pref Floating) |
-47.20%
Dec 2019 – Dec 2022 |
-26.12%
Dec 2017 – Dec 2022 |
-14.45%
May 2013 – May 2023 |
7.40%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCG (Federal Home Loan Mortgage Corp Pref Floating) |
145.41%
Dec 2010 – Dec 2013 |
60.20%
Aug 2010 – Aug 2015 |
36.98%
Aug 2010 – Aug 2020 |
27.11%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart