Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNMA (Federal National Mortgage Association) | -35.69% | -18.63% | 151.26% | 24.57% | 11.33% | 21.65% | -9.10% | … | … |
Data as of 06/04/2026, Common starting date is 11/05/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNMA (Federal National Mortgage Association) | 11/05/1984 | 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.56 | -18.63 | 151.26 | 24.57 | 11.33 | 21.65 | -9.10 | … | … | -35.69 | 228.35 | 206.54 | 202.77 | -56.91 | -65.69 | -23.40 | 194.34 | -60.00 | -32.05 | 137.80 | -20.19 | -31.73 | 1,080.39 | 26.74 | -32.93 | -74.58 | 55.26 | -98.04 | -30.48 | 24.35 | -30.14 | -2.33 | 19.57 | -17.65 | -6.97 | 41.53 | -14.28 | 31.73 | 54.74 | 24.35 | 91.81 | -4.37 | 5.17 | 13.06 | 97.78 | 7.48 | 103.39 | 69.33 | -23.90 | 58.50 | 69.72 | -12.14 |
| Sharpe Ratio | NA | -0.41 | 1.47 | 0.28 | 0.13 | NA | NA | … | … | -0.66 | 2.25 | 2.16 | 2.32 | -1.13 | -0.91 | -0.32 | 2.31 | -1.19 | -0.53 | 1.64 | -0.41 | -0.34 | 7.20 | 0.41 | -0.33 | -0.65 | 0.42 | -0.34 | -0.62 | 0.90 | -1.21 | -0.15 | 0.75 | -0.64 | -0.38 | 0.84 | -0.52 | 0.86 | 1.59 | 0.60 | 3.60 | -0.35 | 0.14 | 0.45 | 2.95 | 0.05 | 2.99 | 2.20 | -0.58 | 1.42 | 1.65 | -1.78 |
| Standard Deviation(%) | NA | 88.72 | 99.05 | 87.21 | 78.47 | NA | NA | … | … | 99.79 | 103.10 | 93.95 | 86.92 | 51.99 | 72.27 | 73.85 | 83.46 | 51.64 | 61.37 | 84.07 | 49.23 | 92.24 | 149.97 | 65.29 | 98.76 | 114.58 | 132.46 | 287.35 | 54.80 | 23.25 | 26.76 | 22.61 | 25.10 | 29.45 | 25.31 | 44.17 | 33.93 | 32.81 | 32.00 | 34.47 | 24.37 | 21.09 | 21.10 | 23.23 | 31.60 | 41.79 | 32.57 | 29.19 | 48.41 | 38.04 | 38.82 | 35.89 |
| Draw Down(%) | NA | 69.76 | 69.76 | 85.40 | 92.13 | NA | NA | … | … | 58.84 | 43.63 | 46.67 | 38.93 | 60.73 | 70.96 | 64.64 | 34.49 | 60.00 | 48.80 | 35.33 | 50.45 | 74.05 | 73.53 | 43.44 | 76.56 | 85.38 | 57.65 | 99.23 | 58.94 | 19.56 | 40.81 | 19.44 | 19.30 | 27.72 | 15.58 | 25.14 | 20.43 | 16.79 | 16.47 | 20.35 | 9.00 | 23.16 | 12.03 | 20.14 | 15.97 | 42.01 | 31.11 | 11.99 | 47.42 | 25.63 | 22.08 | 14.29 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.33 | … | … | 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 | 2.00 | 3.17 | 2.42 | 1.46 | 2.81 | 2.53 | 1.66 | 1.42 | 1.90 | 1.50 | 1.65 | 2.24 | 0.61 | 14.98 | 3.08 | 2.37 | 2.01 | 2.99 | 2.06 | 2.02 | 2.25 | 1.43 | 0.80 | 1.08 | 0.00 |
Data as of 06/04/2026, Common starting date is 11/05/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMA (Federal National Mortgage Association) |
-83.29%
Sep 2007 – Sep 2010 |
-67.55%
Dec 2006 – Dec 2011 |
-44.05%
Dec 2001 – Dec 2011 |
-29.25%
Feb 1998 – Feb 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMA (Federal National Mortgage Association) |
211.97%
Dec 2022 – Dec 2025 |
86.31%
Nov 2011 – Nov 2016 |
41.57%
Mar 1988 – Mar 1998 |
32.87%
Dec 1984 – Dec 1999 |
Annualized Rolling Returns Comparison Chart