Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 30.16% | 3.59% | 7.82% | 6.36% | 6.72% | 6.42% | 6.71% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.29 | 30.16 | 3.59 | 7.82 | 6.36 | 6.72 | 6.42 | 6.71 | NA | 12.07 | 11.57 | -12.49 | 3.03 | 19.41 | 18.46 | -7.09 | 12.04 | 4.08 | 1.18 | 1.24 | 12.20 | 10.75 | 0.14 | 10.30 | 21.09 | -18.32 | 8.58 | 11.47 | 7.55 | 11.97 | 21.57 | -3.38 | 2.56 |
| Sharpe Ratio | NA | 0.45 | -0.05 | 0.29 | 0.40 | NA | NA | 0.51 | -0.06 | 0.40 | 0.88 | -1.02 | 0.30 | 1.38 | 2.46 | -0.85 | 2.43 | 0.45 | 0.13 | 0.17 | 1.91 | 1.80 | 0.01 | 1.18 | 1.73 | -1.27 | 0.71 | 1.28 | 0.98 | 1.35 | 2.62 | -0.45 | 0.03 |
| Standard Deviation(%) | NA | 13.75 | 12.15 | 12.18 | 10.26 | NA | NA | 9.52 | 5.24 | 13.80 | 8.34 | 13.54 | 10.16 | 13.93 | 6.93 | 9.84 | 4.70 | 8.60 | 8.59 | 7.14 | 6.37 | 5.95 | 10.63 | 8.66 | 12.10 | 15.18 | 7.82 | 6.42 | 5.48 | 8.20 | 7.96 | 10.01 | 7.88 |
| Draw Down(%) | NA | 9.11 | 17.37 | 22.28 | 22.28 | NA | NA | 28.09 | 0.59 | 8.61 | 7.78 | 18.17 | 6.36 | 17.23 | 3.29 | 14.02 | 2.46 | 7.56 | 8.18 | 5.17 | 5.76 | 4.86 | 10.15 | 6.42 | 11.95 | 27.67 | 5.83 | 7.12 | 3.71 | 6.50 | 8.73 | 15.25 | 10.52 |
| Yield(%) | NA | 4.99 | 4.24 | 3.57 | 3.17 | NA | NA | 3.44 | NA | 0.65 | 5.13 | 3.56 | 3.28 | 2.20 | 3.16 | 5.36 | 0.28 | 1.89 | 4.56 | 1.68 | 2.36 | 3.29 | 3.14 | 2.64 | 3.04 | 4.35 | 6.40 | 5.09 | 3.87 | 3.19 | 2.46 | 2.73 | 4.74 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.75%
Feb 2006 - Feb 2009 |
1.17%
Feb 2004 - Feb 2009 |
3.98%
Oct 2013 - Oct 2023 |
4.07%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.42%
Mar 2003 - Mar 2006 |
12.97%
Sep 2002 - Sep 2007 |
8.72%
Mar 2003 - Mar 2013 |
7.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart