Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FREGP (Federal Home Loan Mortgage Corp GP Pref) | -29.74% | -17.17% | 94.10% | 10.30% | 10.42% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 08/20/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FREGP (Federal Home Loan Mortgage Corp GP Pref) | 08/20/2012 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.49 | -17.17 | 94.10 | 10.30 | 10.42 | NA | NA | … | … | -29.74 | 24.59 | 323.75 | 49.25 | -30.21 | -82.14 | -21.94 | 65.29 | -4.64 | -0.70 | 141.09 | -72.74 | 29.63 | 351.51 | 184.76 |
| Sharpe Ratio | NA | -0.42 | 1.53 | 0.11 | 0.17 | NA | NA | … | … | -1.64 | 0.49 | 3.70 | 0.79 | -0.61 | -0.60 | -0.34 | 0.94 | -0.18 | -0.02 | 1.59 | -0.63 | 0.97 | 3.13 | 15.79 |
| Standard Deviation(%) | NA | 38.16 | 62.71 | 79.64 | 74.82 | NA | NA | … | … | 33.77 | 44.90 | 87.10 | 57.21 | 51.65 | 153.88 | 64.61 | 68.30 | 33.46 | 72.01 | 87.89 | 116.21 | 30.40 | 112.17 | 112.30 |
| Draw Down(%) | NA | 44.07 | 44.07 | 80.39 | 90.52 | NA | NA | … | … | 35.43 | 21.88 | 33.38 | 47.25 | 52.14 | 82.14 | 55.18 | 26.97 | 37.02 | 51.68 | 45.00 | 72.74 | 13.38 | 43.10 | 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 |
Data as of 06/04/2026, Common starting date is 08/20/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREGP (Federal Home Loan Mortgage Corp GP Pref) |
-47.00%
Dec 2019 – Dec 2022 |
-25.17%
Dec 2017 – Dec 2022 |
-13.82%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREGP (Federal Home Loan Mortgage Corp GP Pref) |
104.74%
Dec 2022 – Dec 2025 |
57.11%
Sep 2012 – Sep 2017 |
18.62%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart