Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCKJ (Federal Home Loan Mortgage Corp Pref 8.375) | -24.24% | -10.94% | 99.21% | 11.50% | 8.90% | 8.63% | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCKJ (Federal Home Loan Mortgage Corp Pref 8.375) | 07/02/2010 | 06/04/2026 |
| 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 (%) | -9.08 | -10.94 | 99.21 | 11.50 | 8.90 | 8.63 | NA | … | … | -24.24 | 24.39 | 309.31 | 42.86 | -29.27 | -67.24 | -26.08 | 69.29 | -18.60 | 13.76 | 122.35 | -13.92 | -55.96 | 412.57 | 31.58 | 111.11 | 90.91 |
| Sharpe Ratio | NA | -0.33 | 1.76 | 0.16 | 0.13 | NA | NA | … | … | -0.76 | 0.57 | 3.95 | 0.84 | -0.58 | -0.55 | -0.39 | 1.55 | -0.51 | 0.21 | 1.93 | -0.37 | -0.58 | 7.09 | 0.27 | 1.23 | 2.21 |
| Standard Deviation(%) | NA | 41.97 | 55.44 | 73.22 | 64.75 | NA | NA | … | … | 52.38 | 38.60 | 72.26 | 46.16 | 53.24 | 122.82 | 66.46 | 43.84 | 39.39 | 61.81 | 62.93 | 37.95 | 97.03 | 58.15 | 118.57 | 90.01 | 119.40 |
| Draw Down(%) | NA | 41.53 | 41.53 | 79.15 | 90.04 | NA | NA | … | … | 32.64 | 23.08 | 35.82 | 38.94 | 48.11 | 84.02 | 60.98 | 31.75 | 38.02 | 49.90 | 34.84 | 42.62 | 73.75 | 32.74 | 70.32 | 62.04 | 36.96 |
| 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 06/04/2026, 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 |
|---|---|---|---|---|
| FMCKJ (Federal Home Loan Mortgage Corp Pref 8.375) |
-45.61%
May 2020 – May 2023 |
-25.58%
May 2018 – May 2023 |
-13.51%
May 2013 – May 2023 |
9.30%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKJ (Federal Home Loan Mortgage Corp Pref 8.375) |
149.58%
Aug 2010 – Aug 2013 |
71.60%
Aug 2010 – Aug 2015 |
39.62%
Aug 2010 – Aug 2020 |
29.44%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart