Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCL (Federal Home Loan Mortgage Corp CL Pref) | -32.05% | -25.35% | 79.27% | 5.06% | 6.23% | 6.30% | -5.49% | … | … |
Data as of 06/05/2026, Common starting date is 12/10/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCL (Federal Home Loan Mortgage Corp CL Pref) | 12/10/1999 | 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 (%) | -5.36 | -25.35 | 79.27 | 5.06 | 6.23 | 6.30 | -5.49 | … | … | -32.05 | 15.29 | 309.75 | 44.40 | -24.93 | -73.26 | -22.03 | 64.04 | -15.64 | 12.19 | 168.24 | -23.42 | -58.52 | 377.86 | 43.59 | 116.67 | -36.17 | 327.27 | -98.98 | -23.10 | 16.71 | -11.06 | -19.09 | -3.82 | 3.05 | 3.05 | -0.69 | -1.79 |
| Sharpe Ratio | NA | -0.70 | 1.24 | 0.07 | 0.11 | NA | NA | … | … | -1.31 | 0.28 | 3.61 | 0.61 | -0.38 | -0.59 | -0.31 | 1.20 | -0.35 | 0.17 | 1.79 | -0.34 | -0.53 | 4.81 | 0.36 | 0.85 | -0.24 | 1.83 | -0.39 | -0.94 | 0.77 | -1.03 | -1.18 | -0.30 | 0.22 | 0.14 | -0.66 | -4.32 |
| Standard Deviation(%) | NA | 41.45 | 65.18 | 81.04 | 73.93 | NA | NA | … | … | 44.38 | 44.55 | 85.29 | 66.39 | 69.00 | 123.41 | 71.00 | 52.17 | 48.26 | 69.34 | 93.50 | 68.34 | 111.33 | 78.47 | 120.48 | 137.91 | 153.48 | 178.78 | 256.21 | 27.99 | 17.55 | 12.82 | 16.96 | 14.93 | 9.00 | 5.14 | 7.21 | 7.30 |
| Draw Down(%) | NA | 44.70 | 44.70 | 79.71 | 90.65 | NA | NA | … | … | 34.77 | 20.43 | 31.32 | 32.15 | 55.94 | 84.29 | 64.75 | 33.47 | 39.77 | 52.49 | 47.17 | 42.84 | 79.05 | 42.69 | 73.94 | 64.49 | 75.38 | 79.03 | 99.29 | 28.99 | 6.43 | 15.66 | 21.18 | 14.11 | 4.76 | 3.36 | 6.74 | 1.79 |
| 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 |
Data as of 06/05/2026, Common starting date is 12/10/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCL (Federal Home Loan Mortgage Corp CL Pref) |
-79.11%
Dec 2005 – Dec 2008 |
-63.41%
Dec 2003 – Dec 2008 |
-35.94%
Aug 2000 – Aug 2010 |
-17.19%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCL (Federal Home Loan Mortgage Corp CL Pref) |
150.48%
Nov 2010 – Nov 2013 |
122.73%
Feb 2009 – Feb 2014 |
44.98%
May 2009 – May 2019 |
28.15%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart