Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNMAL (Federal National Mortgage Association Pref M) | -31.95% | -23.44% | 84.50% | 7.46% | 6.52% | 8.39% | -4.79% | … | … |
Data as of 06/04/2026, Common starting date is 06/16/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNMAL (Federal National Mortgage Association Pref M) | 06/16/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.77 | -23.44 | 84.50 | 7.46 | 6.52 | 8.39 | -4.79 | … | … | -31.95 | 23.24 | 292.70 | 73.18 | -39.86 | -69.26 | -28.65 | 97.90 | -24.47 | 14.43 | 144.09 | -18.28 | -57.07 | 367.47 | 69.01 | 125.00 | -47.59 | 45.00 | -96.95 | -22.75 | 4.14 | -1.16 | -4.95 | -13.39 |
| Sharpe Ratio | NA | -0.47 | 1.28 | 0.09 | 0.09 | NA | NA | … | … | -1.14 | 0.41 | 3.99 | 1.18 | -0.69 | -0.58 | -0.42 | 1.77 | -0.62 | 0.21 | 1.88 | -0.30 | -0.54 | 5.58 | 0.53 | 0.89 | -0.43 | 0.30 | -0.48 | -1.10 | 0.07 | -0.29 | -0.44 | -1.20 |
| Standard Deviation(%) | NA | 48.18 | 60.94 | 76.24 | 68.66 | NA | NA | … | … | 51.68 | 50.96 | 72.74 | 59.10 | 59.66 | 118.82 | 68.11 | 54.54 | 41.38 | 65.59 | 76.08 | 62.03 | 106.21 | 65.87 | 130.38 | 140.40 | 111.58 | 149.71 | 202.78 | 23.47 | 13.30 | 11.58 | 13.37 | 19.73 |
| Draw Down(%) | NA | 50.00 | 50.00 | 78.33 | 90.08 | NA | NA | … | … | 39.33 | 23.84 | 33.78 | 31.07 | 54.64 | 83.22 | 60.25 | 30.49 | 43.10 | 50.25 | 46.83 | 51.35 | 76.16 | 43.23 | 74.24 | 66.67 | 78.05 | 82.17 | 97.93 | 33.86 | 14.25 | 12.82 | 15.97 | 16.88 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 06/16/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMAL (Federal National Mortgage Association Pref M) |
-75.53%
Aug 2007 – Aug 2010 |
-57.35%
Aug 2005 – Aug 2010 |
-20.54%
Feb 2006 – Feb 2016 |
-16.98%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMAL (Federal National Mortgage Association Pref M) |
166.91%
Nov 2010 – Nov 2013 |
92.84%
Feb 2009 – Feb 2014 |
39.20%
May 2009 – May 2019 |
28.21%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart