Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCCO (Federal Home Loan Mortgage Corp CO Pref) | NA | -100.00% | NA | NA | NA | NA | NA | … | … |
Data as of 03/29/2004, Common starting date is 08/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCCO (Federal Home Loan Mortgage Corp CO Pref) | 08/13/2001 | 03/29/2004 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | NA | NA | NA | NA | NA | … | … | -100.00 | 1.87 | -0.44 | 3.65 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.04 | -0.05 | 0.43 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 28.87 | 33.91 | 29.89 |
| Draw Down(%) | NA | 100.00 | NA | NA | NA | NA | NA | … | … | 100.00 | 18.55 | 6.48 | 0.94 |
| Yield(%) | 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 03/29/2004, Common starting date is 08/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCO (Federal Home Loan Mortgage Corp CO Pref) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCCO (Federal Home Loan Mortgage Corp CO Pref) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart