Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCM (Federal Home Loan Mortgage Corp Pref 4.77) | NA | -100.00% | NA | NA | NA | NA | NA | … | … |
Data as of 05/28/2003, Common starting date is 03/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCM (Federal Home Loan Mortgage Corp Pref 4.77) | 03/02/2001 | 05/28/2003 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | NA | NA | NA | NA | NA | … | … | -100.00 | -4.29 | 1.31 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.09 | -0.02 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 54.00 | 18.62 |
| Draw Down(%) | NA | 100.00 | NA | NA | NA | NA | NA | … | … | 100.00 | 10.27 | 2.74 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 |
Data as of 05/28/2003, Common starting date is 03/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCM (Federal Home Loan Mortgage Corp Pref 4.77) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCM (Federal Home Loan Mortgage Corp Pref 4.77) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart