Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FMCKL (Federal Home Loan Mortgage Corp Pref 6.02) | -31.56% | -13.78% | 80.89% | 8.41% | 9.30% | 8.19% | NA | … | … |
Data as of 06/09/2026, Common starting date is 07/26/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FMCKL (Federal Home Loan Mortgage Corp Pref 6.02) | 07/26/2007 | 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 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.31 | -13.78 | 80.89 | 8.41 | 9.30 | 8.19 | NA | … | … | -31.56 | 38.30 | 249.62 | 49.71 | -29.44 | -67.71 | -32.28 | 106.18 | -14.33 | 3.55 | 133.96 | -8.93 | -60.19 | 371.61 | 40.91 | 111.54 | -42.22 | 157.14 | -98.48 | -5.15 |
| Sharpe Ratio | NA | -0.23 | 1.37 | 0.09 | 0.11 | NA | NA | … | … | -1.00 | 0.83 | 2.76 | 0.67 | -0.51 | -0.55 | -0.50 | 2.28 | -0.40 | 0.04 | 1.62 | -0.15 | -0.57 | 5.39 | 0.28 | 0.79 | -0.34 | 0.76 | -0.27 | -0.23 |
| Standard Deviation(%) | NA | 43.51 | 65.54 | 82.30 | 71.26 | NA | NA | … | … | 54.64 | 43.64 | 89.42 | 68.13 | 60.59 | 123.79 | 64.38 | 45.99 | 39.14 | 68.44 | 82.26 | 61.67 | 105.15 | 68.99 | 147.37 | 141.06 | 126.24 | 205.64 | 362.98 | 61.35 |
| Draw Down(%) | NA | 45.28 | 45.28 | 78.72 | 90.08 | NA | NA | … | … | 38.46 | 20.61 | 36.89 | 38.68 | 49.86 | 82.31 | 62.12 | 29.77 | 34.56 | 57.89 | 45.57 | 51.45 | 77.68 | 41.23 | 68.34 | 67.67 | 78.93 | 82.44 | 99.08 | 37.16 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 06/09/2026, Common starting date is 07/26/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKL (Federal Home Loan Mortgage Corp Pref 6.02) |
-76.10%
Aug 2007 – Aug 2010 |
-51.95%
Sep 2007 – Sep 2012 |
-14.82%
Oct 2007 – Oct 2017 |
-16.87%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FMCKL (Federal Home Loan Mortgage Corp Pref 6.02) |
145.08%
Nov 2010 – Nov 2013 |
104.20%
Feb 2009 – Feb 2014 |
42.30%
May 2009 – May 2019 |
28.08%
Aug 2010 – Aug 2025 |
Annualized Rolling Returns Comparison Chart