Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FREJP (Federal Home 5.30%) | -30.64% | -13.58% | 86.31% | 9.55% | 8.47% | NA | NA | … | … |
Data as of 06/03/2026, Common starting date is 08/06/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FREJP (Federal Home 5.30%) | 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 (%) | -1.56 | -13.58 | 86.31 | 9.55 | 8.47 | NA | NA | … | … | -30.64 | 31.73 | 266.60 | 25.33 | -10.71 | -83.17 | -19.44 | 55.17 | -17.14 | 2.19 | 149.54 | -2.83 | -58.91 | 450.00 | 0.00 |
| Sharpe Ratio | NA | -0.49 | 1.44 | 0.11 | 0.12 | NA | NA | … | … | -1.21 | 0.74 | 3.37 | 0.35 | -0.20 | -0.63 | -0.28 | 1.10 | -0.27 | 0.02 | 1.41 | -0.05 | -0.59 | 4.54 | 0.00 |
| Standard Deviation(%) | NA | 42.20 | 62.16 | 80.02 | 75.44 | NA | NA | … | … | 49.79 | 40.01 | 78.24 | 61.17 | 59.25 | 148.09 | 69.35 | 48.77 | 68.08 | 82.99 | 104.92 | 57.18 | 100.26 | 99.11 | 226.09 |
| Draw Down(%) | NA | 46.52 | 46.52 | 80.36 | 90.53 | NA | NA | … | … | 41.23 | 18.53 | 26.23 | 42.40 | 30.43 | 84.07 | 60.53 | 27.54 | 54.33 | 62.54 | 42.86 | 41.65 | 78.67 | 39.04 | 70.59 |
| 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 |
|---|---|---|---|---|
| FREJP (Federal Home 5.30%) |
-44.91%
Jan 2020 – Jan 2023 |
-26.47%
Jan 2018 – Jan 2023 |
-15.13%
May 2013 – May 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FREJP (Federal Home 5.30%) |
92.99%
May 2023 – May 2026 |
51.57%
Sep 2012 – Sep 2017 |
17.87%
Jan 2016 – Jan 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart