Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNMFO (Federal National Mortgage Association) | -25.25% | -7.50% | 84.93% | 15.18% | 12.40% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 12/27/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNMFO (Federal National Mortgage Association) | 12/27/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.91 | -7.50 | 84.93 | 15.18 | 12.40 | NA | NA | … | … | -25.25 | 47.06 | 273.63 | 30.00 | -30.00 | -82.26 | -19.48 | 83.33 | -25.66 | 10.78 | 121.74 | 2.22 | -59.82 | 608.86 | -21.00 | 2.67 |
| Sharpe Ratio | NA | -0.08 | 1.34 | 0.19 | 0.16 | NA | NA | … | … | -0.50 | 1.06 | 2.74 | 0.43 | -0.30 | -0.63 | -0.22 | 1.58 | -0.71 | 0.14 | 1.68 | 0.04 | -0.40 | 6.01 | -0.15 | 33.72 |
| Standard Deviation(%) | NA | 46.99 | 69.21 | 90.21 | 80.25 | NA | NA | … | … | 54.86 | 42.72 | 98.96 | 60.64 | 106.04 | 146.48 | 89.85 | 52.00 | 38.16 | 72.88 | 71.81 | 56.57 | 148.79 | 101.22 | 145.51 | 24.14 |
| Draw Down(%) | NA | 38.94 | 38.94 | 77.62 | 89.77 | NA | NA | … | … | 30.30 | 15.13 | 32.81 | 28.57 | 56.52 | 84.84 | 54.60 | 24.24 | 41.59 | 51.56 | 29.57 | 32.00 | 75.31 | 49.45 | 59.98 | 0.00 |
| 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 |
Data as of 06/05/2026, Common starting date is 12/27/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMFO (Federal National Mortgage Association) |
-48.08%
Jan 2020 – Jan 2023 |
-25.99%
Jan 2018 – Jan 2023 |
-14.28%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNMFO (Federal National Mortgage Association) |
100.00%
Mar 2023 – Mar 2026 |
52.28%
Apr 2012 – Apr 2017 |
18.55%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart