Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCS (Federal Home Loan Mortgage Corp Pref Perpetual Non Cumalative) | -28.24% | -17.92% | 81.31% | 8.22% | 9.08% | 7.33% | NA | … | … |
Data as of 06/03/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCS (Federal Home Loan Mortgage Corp Pref Perpetual Non Cumalative) | 07/02/2010 | 06/03/2026 |
| 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 (%) | -3.10 | -17.92 | 81.31 | 8.22 | 9.08 | 7.33 | NA | … | … | -28.24 | 23.53 | 291.15 | 57.74 | -37.50 | -70.49 | -18.35 | 76.00 | -11.19 | -2.17 | 180.05 | -29.74 | -55.72 | 349.32 | 83.75 | 77.78 | 45.16 |
| Sharpe Ratio | NA | -0.44 | 1.26 | 0.09 | 0.09 | NA | NA | … | … | -1.18 | 0.43 | 3.52 | 0.91 | -0.71 | -0.61 | -0.26 | 1.52 | -0.28 | -0.04 | 2.08 | -0.59 | -0.55 | 5.36 | 0.76 | 0.65 | 0.78 |
| Standard Deviation(%) | NA | 43.69 | 63.29 | 75.55 | 69.61 | NA | NA | … | … | 46.13 | 49.01 | 82.05 | 59.12 | 55.19 | 115.53 | 70.72 | 48.97 | 45.17 | 76.33 | 85.75 | 50.28 | 101.12 | 65.20 | 111.24 | 119.17 | 141.11 |
| Draw Down(%) | NA | 46.21 | 46.21 | 77.62 | 89.78 | NA | NA | … | … | 38.32 | 20.00 | 34.03 | 28.36 | 53.69 | 83.65 | 61.27 | 31.27 | 39.49 | 57.57 | 42.11 | 49.45 | 76.19 | 36.97 | 72.06 | 70.91 | 33.68 |
| 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 06/03/2026, 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 |
|---|---|---|---|---|
| FMCCS (Federal Home Loan Mortgage Corp Pref Perpetual Non Cumalative) |
-46.80%
Dec 2019 – Dec 2022 |
-25.12%
Dec 2017 – Dec 2022 |
-13.09%
May 2013 – May 2023 |
7.42%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCS (Federal Home Loan Mortgage Corp Pref Perpetual Non Cumalative) |
144.84%
Dec 2010 – Dec 2013 |
64.01%
Aug 2010 – Aug 2015 |
36.93%
Aug 2010 – Aug 2020 |
27.41%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart