Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCKO (Federal Home Loan Mortgage Corp Pref 5.9) | -28.00% | -13.46% | 86.38% | 10.55% | 9.54% | 7.84% | NA | … | … |
Data as of 06/05/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCKO (Federal Home Loan Mortgage Corp Pref 5.9) | 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 (%) | -10.80 | -13.46 | 86.38 | 10.55 | 9.54 | 7.84 | NA | … | … | -28.00 | 40.56 | 305.98 | 27.17 | -17.86 | -70.05 | -25.20 | 81.82 | -15.38 | 6.04 | 145.20 | -12.59 | -58.43 | 271.89 | 32.14 | 159.26 | 68.75 |
| Sharpe Ratio | NA | -0.29 | 1.69 | 0.17 | 0.14 | NA | NA | … | … | -0.99 | 0.97 | 4.30 | 0.49 | -0.36 | -0.61 | -0.37 | 1.57 | -0.46 | 0.07 | 1.65 | -0.23 | -0.55 | 3.14 | 0.23 | 1.44 | 1.22 |
| Standard Deviation(%) | NA | 38.36 | 52.98 | 69.82 | 66.66 | NA | NA | … | … | 44.23 | 39.63 | 70.66 | 46.88 | 53.18 | 113.97 | 69.12 | 51.38 | 36.21 | 73.78 | 87.96 | 56.06 | 105.53 | 86.69 | 141.77 | 110.22 | 151.70 |
| Draw Down(%) | NA | 44.00 | 44.00 | 77.32 | 89.84 | NA | NA | … | … | 38.72 | 20.68 | 31.33 | 33.85 | 47.31 | 83.02 | 61.35 | 33.20 | 35.27 | 55.94 | 39.84 | 49.33 | 77.66 | 38.74 | 74.40 | 55.00 | 37.50 |
| 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 |
|---|---|---|---|---|
| FMCKO (Federal Home Loan Mortgage Corp Pref 5.9) |
-43.12%
Dec 2019 – Dec 2022 |
-23.19%
Apr 2018 – Apr 2023 |
-12.70%
May 2013 – May 2023 |
8.67%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKO (Federal Home Loan Mortgage Corp Pref 5.9) |
139.14%
Sep 2010 – Sep 2013 |
62.05%
Sep 2010 – Sep 2015 |
35.70%
Sep 2010 – Sep 2020 |
28.37%
Sep 2010 – Sep 2025 |
Annualized Rolling Returns Comparison Chart