Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCJ (Federal Home Loan Mortgage Corp CJ Pref) | -35.26% | -29.44% | 77.13% | 4.15% | 6.02% | 7.08% | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCJ (Federal Home Loan Mortgage Corp CJ Pref) | 07/02/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.64 | -29.44 | 77.13 | 4.15 | 6.02 | 7.08 | NA | … | … | -35.26 | 13.16 | 298.27 | 80.80 | -44.00 | -68.46 | -24.32 | 63.36 | -12.35 | 10.09 | 184.29 | -29.65 | -58.39 | 317.68 | 56.19 | 110.00 | 58.73 |
| Sharpe Ratio | NA | -0.63 | 1.31 | 0.07 | 0.10 | NA | NA | … | … | -1.09 | 0.23 | 3.88 | 1.16 | -0.64 | -0.59 | -0.36 | 1.19 | -0.26 | 0.13 | 2.33 | -0.48 | -0.53 | 4.80 | 0.51 | 0.95 | 1.00 |
| Standard Deviation(%) | NA | 46.04 | 61.44 | 79.70 | 72.31 | NA | NA | … | … | 52.96 | 45.05 | 76.34 | 66.51 | 71.53 | 120.81 | 68.74 | 51.91 | 53.19 | 75.58 | 78.61 | 61.54 | 109.36 | 66.24 | 111.96 | 115.21 | 151.48 |
| Draw Down(%) | NA | 46.56 | 46.56 | 79.71 | 90.60 | NA | NA | … | … | 37.22 | 22.42 | 33.66 | 30.92 | 56.84 | 84.12 | 64.89 | 31.54 | 44.61 | 50.83 | 42.86 | 44.46 | 78.43 | 40.83 | 68.62 | 66.04 | 45.21 |
| 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 06/05/2026, 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 |
|---|---|---|---|---|
| FMCCJ (Federal Home Loan Mortgage Corp CJ Pref) |
-50.05%
Dec 2019 – Dec 2022 |
-29.15%
Dec 2017 – Dec 2022 |
-13.86%
May 2013 – May 2023 |
6.64%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCJ (Federal Home Loan Mortgage Corp CJ Pref) |
158.80%
Nov 2010 – Nov 2013 |
60.80%
Aug 2010 – Aug 2015 |
37.22%
Aug 2010 – Aug 2020 |
27.14%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart