Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCH (Federal Home Loan Mortgage Corp CH Pref) | -28.94% | -16.67% | 87.38% | 8.06% | 7.54% | 8.12% | -4.31% | … | … |
Data as of 06/04/2026, Common starting date is 10/07/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCH (Federal Home Loan Mortgage Corp CH Pref) | 10/07/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.48 | -16.67 | 87.38 | 8.06 | 7.54 | 8.12 | -4.31 | … | … | -28.94 | 29.61 | 313.14 | 77.92 | -44.60 | -71.79 | -23.22 | 80.75 | -18.08 | 10.64 | 152.69 | -15.76 | -58.81 | 370.18 | 50.00 | 111.11 | -44.10 | 222.00 | -98.52 | -19.08 | 13.36 | 4.56 | 0.79 | -1.52 | 11.07 | 11.92 | 14.18 | -14.90 | 0.37 |
| Sharpe Ratio | NA | -0.32 | 1.43 | 0.10 | 0.12 | NA | NA | … | … | -0.83 | 0.58 | 3.78 | 1.28 | -0.70 | -0.59 | -0.32 | 1.47 | -0.47 | 0.13 | 1.80 | -0.24 | -0.58 | 5.29 | 0.41 | 1.05 | -0.40 | 1.06 | -0.32 | -0.93 | 0.54 | 0.12 | -0.01 | -0.18 | 0.76 | 0.48 | 0.62 | -1.25 | -0.29 |
| Standard Deviation(%) | NA | 48.63 | 62.62 | 78.99 | 72.80 | NA | NA | … | … | 58.51 | 46.78 | 82.41 | 58.35 | 65.79 | 120.90 | 72.19 | 53.83 | 40.90 | 75.30 | 84.60 | 65.65 | 100.64 | 69.99 | 123.79 | 105.52 | 109.84 | 210.22 | 310.52 | 23.82 | 18.83 | 19.16 | 14.95 | 12.50 | 13.10 | 20.20 | 16.22 | 14.47 | 4.41 |
| Draw Down(%) | NA | 47.87 | 47.87 | 79.44 | 91.20 | NA | NA | … | … | 42.07 | 18.30 | 32.99 | 36.23 | 58.30 | 83.63 | 60.26 | 35.97 | 39.16 | 58.36 | 43.15 | 48.11 | 76.47 | 36.40 | 71.55 | 68.59 | 75.42 | 83.50 | 99.20 | 28.51 | 11.24 | 11.24 | 14.50 | 8.26 | 9.79 | 7.00 | 10.71 | 20.45 | 1.49 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.69 | … | … | 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 | 3.57 | 5.55 | 5.80 | 5.73 | 5.58 | 5.21 | 5.49 | 4.42 | 6.32 | 5.10 | 1.36 |
Data as of 06/04/2026, Common starting date is 10/07/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCH (Federal Home Loan Mortgage Corp CH Pref) |
-78.03%
Feb 2006 – Feb 2009 |
-59.38%
Feb 2004 – Feb 2009 |
-34.98%
Feb 1999 – Feb 2009 |
-16.63%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCH (Federal Home Loan Mortgage Corp CH Pref) |
146.01%
Dec 2010 – Dec 2013 |
119.16%
Feb 2009 – Feb 2014 |
43.94%
Feb 2009 – Feb 2019 |
27.95%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart