Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCKK (Federal Home Loan Mortgage Corp Pref 5) | -33.30% | -17.08% | 85.50% | 7.89% | 8.64% | 8.18% | -4.23% | … | … |
Data as of 06/05/2026, Common starting date is 04/07/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCKK (Federal Home Loan Mortgage Corp Pref 5) | 04/07/1998 | 06/05/2026 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.83 | -17.08 | 85.50 | 7.89 | 8.64 | 8.18 | -4.23 | … | … | -33.30 | 28.59 | 294.19 | 72.00 | -41.18 | -70.99 | -19.73 | 78.92 | -19.62 | 6.19 | 167.94 | -18.91 | -60.43 | 396.43 | 46.60 | 109.89 | -48.30 | 220.00 | -98.34 | -19.64 | 10.98 | 7.02 | -1.15 | 1.01 | 9.92 | 17.08 | 9.17 | -15.50 | 5.48 |
| Sharpe Ratio | NA | -0.48 | 1.55 | 0.11 | 0.12 | NA | NA | … | … | -1.27 | 0.60 | 3.95 | 1.50 | -0.73 | -0.59 | -0.29 | 1.64 | -0.38 | 0.07 | 2.28 | -0.31 | -0.59 | 6.04 | 0.39 | 0.85 | -0.36 | 1.01 | -0.32 | -0.87 | 0.42 | 0.28 | -0.12 | 0.02 | 0.61 | 0.58 | 0.18 | -0.95 | 0.41 |
| Standard Deviation(%) | NA | 41.42 | 55.76 | 73.95 | 68.93 | NA | NA | … | … | 45.78 | 43.72 | 73.86 | 45.72 | 58.78 | 121.27 | 68.53 | 47.17 | 54.42 | 75.38 | 73.44 | 61.75 | 102.50 | 65.64 | 119.88 | 128.51 | 136.11 | 217.21 | 310.96 | 26.23 | 18.49 | 17.35 | 17.47 | 14.01 | 14.38 | 25.75 | 28.53 | 19.74 | 10.31 |
| Draw Down(%) | NA | 45.84 | 45.84 | 78.67 | 90.47 | NA | NA | … | … | 39.80 | 20.88 | 36.63 | 33.13 | 54.55 | 83.89 | 57.92 | 30.85 | 39.32 | 56.70 | 40.85 | 49.82 | 76.94 | 43.21 | 72.75 | 64.30 | 81.22 | 84.21 | 98.99 | 32.40 | 13.13 | 10.69 | 15.74 | 10.06 | 5.85 | 10.89 | 12.50 | 20.72 | 3.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.69 | … | … | 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 | 3.63 | 5.46 | 5.77 | 5.75 | 5.39 | 5.21 | 5.43 | 4.57 | 6.25 | 5.00 | 3.91 |
Data as of 06/05/2026, Common starting date is 04/07/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKK (Federal Home Loan Mortgage Corp Pref 5) |
-76.90%
Feb 2006 – Feb 2009 |
-57.99%
Feb 2004 – Feb 2009 |
-33.66%
Feb 1999 – Feb 2009 |
-16.80%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKK (Federal Home Loan Mortgage Corp Pref 5) |
148.12%
Dec 2010 – Dec 2013 |
110.38%
Feb 2009 – Feb 2014 |
42.00%
Feb 2009 – Feb 2019 |
27.17%
Sep 2010 – Sep 2025 |
Annualized Rolling Returns Comparison Chart