Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNMFM (Federal National Mortgage Association) | -40.39% | -18.93% | 95.64% | 10.98% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 01/11/2021
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNMFM (Federal National Mortgage Association) | 01/11/2021 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.00 | -18.93 | 95.64 | 10.98 | NA | NA | NA | … | … | -40.39 | 30.63 | 286.12 | 41.67 | -25.37 | -63.45 |
| Sharpe Ratio | NA | -0.24 | 0.82 | 0.04 | NA | NA | NA | … | … | -0.67 | 0.36 | 2.28 | 0.41 | -0.17 | -0.51 |
| Standard Deviation(%) | NA | 85.98 | 103.70 | 121.06 | NA | NA | NA | … | … | 104.79 | 78.73 | 124.50 | 92.97 | 158.18 | 125.23 |
| Draw Down(%) | NA | 47.74 | 51.61 | 81.73 | NA | NA | NA | … | … | 45.69 | 27.43 | 51.61 | 42.97 | 53.62 | 80.45 |
| 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 |
Data as of 06/04/2026, Common starting date is 01/11/2021
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMFM (Federal National Mortgage Association) |
-14.59%
Apr 2021 – Apr 2024 |
7.88%
May 2021 – May 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMFM (Federal National Mortgage Association) |
104.08%
Dec 2022 – Dec 2025 |
19.55%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart