Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCK (Federal Home Loan Mortgage Corp Pref 5.79) | -30.38% | -14.04% | 89.58% | 8.72% | 7.91% | 7.46% | -4.70% | … | … |
Data as of 06/05/2026, Common starting date is 07/27/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCK (Federal Home Loan Mortgage Corp Pref 5.79) | 07/27/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.68 | -14.04 | 89.58 | 8.72 | 7.91 | 7.46 | -4.70 | … | … | -30.38 | 33.93 | 299.54 | 67.82 | -37.86 | -73.25 | -18.44 | 79.91 | -15.01 | 5.71 | 161.76 | -19.47 | -59.79 | 394.72 | 45.64 | 105.26 | -43.79 | 128.38 | -98.09 | -10.95 | 2.18 | -2.00 | 11.56 | 3.45 | 11.81 | 4.14 | 8.39 | 2.62 |
| Sharpe Ratio | NA | -0.43 | 1.60 | 0.12 | 0.11 | NA | NA | … | … | -1.06 | 0.74 | 3.98 | 1.54 | -0.68 | -0.59 | -0.27 | 1.54 | -0.32 | 0.07 | 1.93 | -0.37 | -0.58 | 6.66 | 0.35 | 0.79 | -0.35 | 0.69 | -0.36 | -0.43 | -0.06 | -0.23 | 0.61 | 0.17 | 0.91 | 0.15 | 0.21 | 0.10 |
| Standard Deviation(%) | NA | 43.63 | 56.32 | 74.83 | 69.47 | NA | NA | … | … | 49.62 | 43.05 | 74.68 | 41.79 | 57.80 | 125.14 | 68.71 | 51.00 | 50.82 | 70.87 | 83.74 | 52.47 | 103.49 | 59.28 | 132.65 | 133.84 | 123.73 | 185.62 | 275.19 | 32.84 | 17.40 | 18.30 | 17.40 | 16.22 | 11.77 | 12.27 | 20.39 | 27.78 |
| Draw Down(%) | NA | 46.74 | 46.74 | 79.07 | 90.38 | NA | NA | … | … | 39.39 | 19.70 | 35.73 | 33.53 | 54.51 | 84.39 | 61.25 | 31.19 | 41.99 | 58.33 | 42.86 | 44.38 | 76.74 | 40.82 | 73.30 | 65.27 | 74.44 | 82.91 | 99.00 | 32.18 | 10.16 | 16.17 | 12.83 | 9.93 | 4.29 | 8.41 | 11.73 | 6.60 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.75 | … | … | 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 | 3.41 | 7.28 | 5.72 | 5.30 | 5.60 | 5.48 | 5.80 | 4.34 | 6.16 | 2.61 |
Data as of 06/05/2026, Common starting date is 07/27/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCK (Federal Home Loan Mortgage Corp Pref 5.79) |
-76.58%
Feb 2006 – Feb 2009 |
-57.83%
Jun 2005 – Jun 2010 |
-32.61%
Jun 2000 – Jun 2010 |
-17.50%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCK (Federal Home Loan Mortgage Corp Pref 5.79) |
155.44%
Nov 2010 – Nov 2013 |
106.40%
Feb 2009 – Feb 2014 |
39.91%
May 2009 – May 2019 |
27.70%
Sep 2010 – Sep 2025 |
Annualized Rolling Returns Comparison Chart