Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FREJO (Federal Home Loan Mortgage Corporation PFD 5.1% SAL) | -25.98% | -14.69% | 103.10% | 10.83% | 9.02% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 08/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FREJO (Federal Home Loan Mortgage Corporation PFD 5.1% SAL) | 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 (%) | 0.00 | -14.69 | 103.10 | 10.83 | 9.02 | NA | NA | … | … | -25.98 | 20.00 | 292.02 | 25.66 | -16.91 | -82.67 | -17.81 | 73.81 | 5.00 | -13.42 | 115.89 | 6.79 | -64.21 | 428.30 | 44.81 |
| Sharpe Ratio | NA | -0.45 | 1.67 | 0.10 | 0.13 | NA | NA | … | … | -2.30 | 0.36 | 3.78 | 0.21 | -0.50 | -0.58 | -0.29 | 1.14 | 0.08 | -0.19 | 1.48 | 0.37 | -0.61 | 4.10 | 0.68 |
| Standard Deviation(%) | NA | 33.65 | 59.94 | 89.35 | 78.42 | NA | NA | … | … | 23.76 | 48.11 | 76.71 | 101.84 | 36.44 | 160.47 | 61.57 | 63.60 | 44.31 | 73.37 | 77.70 | 18.29 | 105.04 | 104.42 | 227.30 |
| Draw Down(%) | NA | 33.33 | 33.33 | 80.93 | 92.58 | NA | NA | … | … | 27.47 | 20.26 | 29.58 | 55.56 | 32.20 | 83.47 | 55.26 | 35.99 | 35.67 | 62.26 | 29.91 | 16.41 | 74.92 | 30.07 | 82.41 |
| 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 |
|---|---|---|---|---|
| FREJO (Federal Home Loan Mortgage Corporation PFD 5.1% SAL) |
-46.31%
May 2020 – May 2023 |
-27.45%
May 2018 – May 2023 |
-13.59%
Nov 2013 – Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREJO (Federal Home Loan Mortgage Corporation PFD 5.1% SAL) |
129.44%
Sep 2012 – Sep 2015 |
84.15%
Sep 2012 – Sep 2017 |
24.97%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart