Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCKN (Federal Home Loan Mortgage Corp KN Pref) | -30.66% | -8.74% | 92.11% | 11.75% | 10.19% | 9.05% | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCKN (Federal Home Loan Mortgage Corp KN Pref) | 07/02/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.68 | -8.74 | 92.11 | 11.75 | 10.19 | 9.05 | NA | … | … | -30.66 | 58.99 | 281.05 | 50.30 | -21.05 | -71.95 | -25.87 | 82.73 | -14.73 | 7.50 | 100.00 | 4.53 | -59.00 | 366.67 | 37.61 | 98.18 | 52.78 |
| Sharpe Ratio | NA | -0.19 | 1.57 | 0.17 | 0.14 | NA | NA | … | … | -1.05 | 1.50 | 3.55 | 0.87 | -0.38 | -0.60 | -0.37 | 1.55 | -0.30 | 0.10 | 1.20 | 0.09 | -0.59 | 4.91 | 0.27 | 0.71 | 0.80 |
| Standard Deviation(%) | NA | 38.83 | 59.21 | 75.63 | 70.09 | NA | NA | … | … | 51.61 | 38.11 | 78.46 | 53.50 | 59.77 | 120.40 | 69.76 | 52.44 | 52.84 | 69.97 | 82.96 | 48.54 | 99.20 | 74.70 | 141.12 | 137.69 | 166.57 |
| Draw Down(%) | NA | 42.53 | 42.53 | 78.43 | 90.04 | NA | NA | … | … | 38.76 | 18.93 | 29.93 | 31.58 | 45.08 | 83.36 | 63.54 | 32.53 | 37.32 | 56.54 | 48.45 | 44.76 | 78.24 | 39.09 | 68.72 | 65.00 | 38.00 |
| 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 06/05/2026, 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 |
|---|---|---|---|---|
| FMCKN (Federal Home Loan Mortgage Corp KN Pref) |
-45.24%
Dec 2019 – Dec 2022 |
-23.86%
Dec 2017 – Dec 2022 |
-13.07%
Nov 2013 – Nov 2023 |
9.53%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKN (Federal Home Loan Mortgage Corp KN Pref) |
139.86%
Nov 2010 – Nov 2013 |
76.10%
Aug 2010 – Aug 2015 |
37.43%
Aug 2010 – Aug 2020 |
29.01%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart