Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FNM (FANNIE MAE) | NA | -52.83% | -84.17% | -65.89% | -40.82% | -24.35% | -14.14% | … | … |
Data as of 07/07/2010, Common starting date is 01/03/1977
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FNM (FANNIE MAE) | 01/03/1977 | 07/07/2010 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -52.83 | -84.17 | -65.89 | -40.82 | -24.35 | -14.14 | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 0.00 | 0.88 | 1.39 | 1.99 | 1.20 | 2.74 | … | … |
Data as of 07/07/2010, Common starting date is 01/03/1977
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNM (FANNIE MAE) |
-82.41%
Jun 2007 – Jun 2010 |
-63.68%
Feb 2004 – Feb 2009 |
-38.61%
Feb 1999 – Feb 2009 |
-22.58%
Jun 1995 – Jun 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FNM (FANNIE MAE) |
68.52%
Mar 1988 – Mar 1991 |
58.52%
Nov 1987 – Nov 1992 |
44.11%
Mar 1988 – Mar 1998 |
37.36%
May 1984 – May 1999 |
Annualized Rolling Returns Comparison Chart