Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AGM-PC (Federal Agricultural Mortgage Corporation) | NA | 8.49% | 2.94% | 4.92% | 6.10% | NA | NA | … | … |
Data as of 07/17/2024, Common starting date is 06/20/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AGM-PC (Federal Agricultural Mortgage Corporation) | 06/20/2014 | 07/17/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 8.49 | 2.94 | 4.92 | 6.10 | NA | NA | … | … | 4.41 | -9.95 | 9.87 | 10.62 | 5.47 | 21.36 | -9.69 | 17.07 | 1.45 | 9.22 | 5.05 |
| Sharpe Ratio | NA | 0.67 | 0.00 | 0.11 | 0.20 | NA | NA | … | … | 1.06 | -0.53 | 0.17 | 0.63 | 0.15 | 0.91 | -0.82 | 0.85 | 0.06 | 0.54 | 0.87 |
| Standard Deviation(%) | NA | 6.91 | 33.67 | 30.82 | 25.38 | NA | NA | … | … | 4.38 | 27.25 | 49.60 | 16.76 | 33.72 | 21.92 | 13.45 | 19.45 | 20.99 | 16.96 | 11.15 |
| Draw Down(%) | NA | 2.72 | 28.27 | 28.27 | 28.27 | NA | NA | … | … | 2.03 | 20.94 | 23.40 | 11.93 | 25.67 | 6.99 | 10.36 | 12.72 | 11.24 | 5.93 | 3.86 |
| Yield(%) | 0.00 | 7.55 | 5.89 | 5.96 | 6.26 | 4.16 | 3.12 | … | … | 4.47 | 4.84 | 5.28 | 5.57 | 5.53 | 6.32 | 5.48 | 6.02 | 5.81 | 5.78 | 3.48 |
Data as of 07/17/2024, Common starting date is 06/20/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGM-PC (Federal Agricultural Mortgage Corporation) |
1.08%
May 2017 – May 2020 |
3.01%
May 2017 – May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AGM-PC (Federal Agricultural Mortgage Corporation) |
12.29%
Dec 2018 – Dec 2021 |
8.41%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart