Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCP (Federal Home Loan Mortgage Corp CP Pref) | NA | -14.80% | 86.68% | 9.72% | 8.77% | 7.65% | -5.39% | … | … |
Data as of 06/03/2026, Common starting date is 06/25/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCP (Federal Home Loan Mortgage Corp CP Pref) | 06/25/2001 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.06 | -14.80 | 86.68 | 9.72 | 8.77 | 7.65 | -5.39 | … | … | -100.00 | 5.38 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.28 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 33.46 |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 100.00 | 3.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 |
Data as of 06/03/2026, Common starting date is 06/25/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCP (Federal Home Loan Mortgage Corp CP Pref) |
-77.14%
Jun 2007 – Jun 2010 |
-58.98%
Jun 2005 – Jun 2010 |
-31.82%
Aug 2002 – Aug 2012 |
-18.02%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCP (Federal Home Loan Mortgage Corp CP Pref) |
143.54%
Nov 2010 – Nov 2013 |
91.31%
Feb 2009 – Feb 2014 |
40.97%
May 2009 – May 2019 |
28.37%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart