Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCT (Federal Home Loan Mortgage Corp Pref Perpetual) | -32.12% | -17.37% | 92.15% | 10.71% | 8.02% | 7.94% | NA | … | … |
Data as of 06/03/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCT (Federal Home Loan Mortgage Corp Pref Perpetual) | 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 (%) | -8.89 | -17.37 | 92.15 | 10.71 | 8.02 | 7.94 | NA | … | … | -32.12 | 33.26 | 314.81 | 35.91 | -24.71 | -70.62 | -27.00 | 81.00 | -20.79 | 5.20 | 183.94 | -23.06 | -56.01 | 333.96 | 41.33 | 134.37 | 43.28 |
| Sharpe Ratio | NA | -0.26 | 1.60 | 0.14 | 0.13 | NA | NA | … | … | -1.17 | 0.77 | 4.12 | 0.50 | -0.40 | -0.62 | -0.39 | 1.72 | -0.57 | 0.07 | 2.26 | -0.45 | -0.55 | 5.34 | 0.31 | 0.93 | 0.62 |
| Standard Deviation(%) | NA | 40.58 | 58.27 | 75.79 | 68.38 | NA | NA | … | … | 46.86 | 40.23 | 75.87 | 64.04 | 65.10 | 114.65 | 68.84 | 46.22 | 39.00 | 69.87 | 80.73 | 51.10 | 101.90 | 62.51 | 134.29 | 143.87 | 169.60 |
| Draw Down(%) | NA | 45.55 | 45.55 | 79.25 | 90.38 | NA | NA | … | … | 37.65 | 20.77 | 33.04 | 36.67 | 53.73 | 82.19 | 60.59 | 30.38 | 38.25 | 56.45 | 47.50 | 46.15 | 76.06 | 42.62 | 71.18 | 66.10 | 35.77 |
| 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 |
|---|---|---|---|---|
| FMCCT (Federal Home Loan Mortgage Corp Pref Perpetual) |
-45.54%
Dec 2019 – Dec 2022 |
-25.37%
Dec 2017 – Dec 2022 |
-13.09%
Nov 2013 – Nov 2023 |
8.56%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCT (Federal Home Loan Mortgage Corp Pref Perpetual) |
143.15%
Dec 2010 – Dec 2013 |
66.34%
Aug 2010 – Aug 2015 |
38.06%
Aug 2010 – Aug 2020 |
28.89%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart