Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FREJN (Federal Home Loan Mortgage Corp Pref 5.81) | -24.89% | -12.70% | 91.67% | 11.12% | 8.58% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 08/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FREJN (Federal Home Loan Mortgage Corp Pref 5.81) | 08/06/2012 | 06/03/2026 |
| 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 (%) | -0.58 | -12.70 | 91.67 | 11.12 | 8.58 | NA | NA | … | … | -24.89 | 31.88 | 295.35 | 79.17 | -40.74 | -65.51 | -24.47 | 72.73 | -10.13 | -7.62 | 119.01 | -5.47 | -50.66 | 332.33 | 33.93 |
| Sharpe Ratio | NA | -0.36 | 1.75 | 0.14 | 0.15 | NA | NA | … | … | -1.93 | 0.75 | 4.10 | 1.48 | -0.83 | -0.54 | -0.40 | 1.61 | -0.25 | -0.10 | 1.73 | -0.15 | -0.47 | 4.78 | 0.65 |
| Standard Deviation(%) | NA | 29.92 | 50.84 | 71.91 | 67.41 | NA | NA | … | … | 27.00 | 39.61 | 69.58 | 51.17 | 51.10 | 126.08 | 61.05 | 44.36 | 45.41 | 80.26 | 68.39 | 35.81 | 108.57 | 69.50 | 166.52 |
| Draw Down(%) | NA | 38.89 | 38.89 | 78.18 | 89.33 | NA | NA | … | … | 28.26 | 19.59 | 28.69 | 32.50 | 56.44 | 82.58 | 61.34 | 25.00 | 40.74 | 56.07 | 43.75 | 19.33 | 81.00 | 21.00 | 53.13 |
| 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 06/03/2026, Common starting date is 08/06/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREJN (Federal Home Loan Mortgage Corp Pref 5.81) |
-49.83%
Dec 2019 – Dec 2022 |
-27.81%
Dec 2017 – Dec 2022 |
-11.98%
May 2013 – May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREJN (Federal Home Loan Mortgage Corp Pref 5.81) |
111.73%
Dec 2022 – Dec 2025 |
55.35%
Sep 2012 – Sep 2017 |
14.46%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart