Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCI (Federal Home Loan Mortgage Corp Pref Var) | -33.51% | -30.56% | 76.85% | 3.85% | 6.15% | 6.09% | -5.99% | … | … |
Data as of 06/05/2026, Common starting date is 05/10/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCI (Federal Home Loan Mortgage Corp Pref Var) | 05/10/1996 | 06/05/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.83 | -30.56 | 76.85 | 3.85 | 6.15 | 6.09 | -5.99 | … | … | -33.51 | 9.37 | 320.26 | 58.54 | -33.51 | -73.21 | -22.20 | 65.89 | -15.48 | 12.04 | 141.97 | -15.09 | -59.26 | 382.14 | 55.56 | 111.76 | -43.33 | 97.37 | -97.51 | -28.65 | -0.81 | -2.60 | 1.72 | -4.14 | -1.35 | -7.07 | 0.00 | -0.75 | 0.76 | -0.75 | -0.50 |
| Sharpe Ratio | NA | -0.61 | 1.24 | 0.07 | 0.10 | NA | NA | … | … | -1.00 | 0.14 | 3.83 | 0.91 | -0.53 | -0.62 | -0.32 | 1.10 | -0.34 | 0.16 | 1.62 | -0.28 | -0.58 | 5.30 | 0.48 | 0.69 | -0.34 | 0.42 | -0.31 | -1.61 | -0.33 | -0.29 | 0.07 | -0.54 | -0.68 | -1.56 | 0.00 | -5.27 | -0.64 | -1.42 | -1.43 |
| Standard Deviation(%) | NA | 47.51 | 63.52 | 78.53 | 72.98 | NA | NA | … | … | 54.79 | 47.04 | 83.20 | 60.23 | 66.45 | 117.46 | 70.60 | 58.53 | 48.75 | 70.19 | 87.11 | 54.92 | 102.58 | 72.11 | 117.30 | 162.54 | 128.85 | 229.49 | 315.41 | 19.75 | 12.37 | 16.32 | 10.78 | 8.98 | 3.60 | 6.12 | NA | 0.75 | 4.02 | 3.00 | 2.99 |
| Draw Down(%) | NA | 49.36 | 49.36 | 81.04 | 91.20 | NA | NA | … | … | 41.38 | 21.83 | 32.07 | 35.48 | 54.29 | 83.78 | 61.92 | 31.90 | 37.01 | 51.80 | 50.58 | 42.41 | 77.86 | 44.02 | 74.77 | 67.27 | 74.37 | 83.13 | 98.28 | 37.86 | 8.78 | 15.05 | 12.36 | 8.56 | 3.90 | 7.07 | 0.00 | 0.75 | 2.94 | 2.48 | 1.74 |
| 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 | 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 06/05/2026, Common starting date is 05/10/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCI (Federal Home Loan Mortgage Corp Pref Var) |
-78.84%
Feb 2006 – Feb 2009 |
-60.62%
Feb 2004 – Feb 2009 |
-38.08%
Feb 1999 – Feb 2009 |
-23.98%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCI (Federal Home Loan Mortgage Corp Pref Var) |
151.98%
Nov 2010 – Nov 2013 |
118.89%
Feb 2009 – Feb 2014 |
43.80%
Feb 2009 – Feb 2019 |
28.53%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart