Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCN (Federal Home Loan Mortgage Corp Pref Variable Non Cumulative) | -35.49% | -31.91% | 75.40% | 3.35% | 5.85% | 7.38% | NA | … | … |
Data as of 06/09/2026, Common starting date is 07/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCN (Federal Home Loan Mortgage Corp Pref Variable Non Cumulative) | 07/02/2010 | 06/09/2026 |
| 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 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.62 | -31.91 | 75.40 | 3.35 | 5.85 | 7.38 | NA | … | … | -35.49 | 12.04 | 329.11 | 58.00 | -30.36 | -72.44 | -16.81 | 59.00 | -12.00 | 10.04 | 179.80 | -31.76 | -54.96 | 355.52 | 48.72 | 143.75 | 23.08 |
| Sharpe Ratio | NA | -0.69 | 1.22 | 0.03 | 0.07 | NA | NA | … | … | -1.21 | 0.19 | 4.07 | 0.92 | -0.50 | -0.65 | -0.22 | 1.15 | -0.29 | 0.13 | 2.18 | -0.55 | -0.54 | 5.19 | 0.40 | 1.15 | 0.79 |
| Standard Deviation(%) | NA | 47.68 | 60.76 | 74.94 | 69.90 | NA | NA | … | … | 52.13 | 48.79 | 76.01 | 58.86 | 63.67 | 115.01 | 76.15 | 50.08 | 46.03 | 71.78 | 81.83 | 58.12 | 101.24 | 68.45 | 123.52 | 124.59 | 65.03 |
| Draw Down(%) | NA | 49.56 | 49.56 | 80.66 | 90.83 | NA | NA | … | … | 39.94 | 24.32 | 31.94 | 34.92 | 52.52 | 84.33 | 63.99 | 31.77 | 46.67 | 58.03 | 43.57 | 44.00 | 76.67 | 47.50 | 71.04 | 64.48 | 15.71 |
| 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 | 0.00 |
Data as of 06/09/2026, Common starting date is 07/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCN (Federal Home Loan Mortgage Corp Pref Variable Non Cumulative) |
-47.71%
Dec 2019 – Dec 2022 |
-27.52%
Dec 2017 – Dec 2022 |
-14.09%
May 2013 – May 2023 |
6.89%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCN (Federal Home Loan Mortgage Corp Pref Variable Non Cumulative) |
154.65%
Dec 2010 – Dec 2013 |
58.96%
Sep 2012 – Sep 2017 |
37.46%
Aug 2010 – Aug 2020 |
27.28%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart