Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCKM (Federal Home Ln Mtg) | -31.76% | -18.17% | 87.07% | 9.89% | 9.08% | 7.20% | NA | … | … |
Data as of 06/04/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCKM (Federal Home Ln Mtg) | 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 (%) | -11.35 | -18.17 | 87.07 | 9.89 | 9.08 | 7.20 | NA | … | … | -31.76 | 30.03 | 314.85 | 37.13 | -25.11 | -69.82 | -25.58 | 83.89 | -15.23 | 7.97 | 126.05 | -8.74 | -59.32 | 280.00 | 48.00 | 127.27 | 71.88 |
| Sharpe Ratio | NA | -0.42 | 1.46 | 0.13 | 0.12 | NA | NA | … | … | -1.01 | 0.66 | 4.00 | 0.53 | -0.44 | -0.60 | -0.36 | 1.70 | -0.40 | 0.11 | 1.32 | -0.13 | -0.57 | 3.86 | 0.35 | 1.03 | 0.98 |
| Standard Deviation(%) | NA | 45.34 | 62.62 | 77.16 | 70.54 | NA | NA | … | … | 54.57 | 42.24 | 78.28 | 62.98 | 61.09 | 117.36 | 72.07 | 48.63 | 41.86 | 68.63 | 94.75 | 66.33 | 103.80 | 72.47 | 139.10 | 123.23 | 198.84 |
| Draw Down(%) | NA | 44.40 | 44.40 | 80.45 | 90.86 | NA | NA | … | … | 37.78 | 23.80 | 30.84 | 39.57 | 55.13 | 83.49 | 63.98 | 32.93 | 34.72 | 55.27 | 36.99 | 50.00 | 76.81 | 39.82 | 73.33 | 62.91 | 54.24 |
| 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 |
|---|---|---|---|---|
| FMCKM (Federal Home Ln Mtg) |
-44.80%
Dec 2019 – Dec 2022 |
-23.92%
Apr 2018 – Apr 2023 |
-12.64%
May 2013 – May 2023 |
8.34%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKM (Federal Home Ln Mtg) |
141.01%
Nov 2010 – Nov 2013 |
67.03%
Aug 2010 – Aug 2015 |
38.16%
Aug 2010 – Aug 2020 |
29.20%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart