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 - Optimal Moderate | NA | 39.79% | 4.96% | 9.46% | 7.44% | 8.48% | 7.81% | 8.04% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP THRIFT/401K SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | 0.74 | 39.79 | 4.96 | 9.46 | 7.44 | 8.48 | 7.81 | 8.04 | NA | 14.80 | 12.16 | -13.49 | 5.15 | 20.58 | 19.79 | -5.63 | 10.18 | 7.00 | 0.82 | 4.96 | 16.41 | 12.97 | 0.44 | 14.81 | 26.73 | -21.63 | 8.65 | 12.13 | 8.59 | 13.36 | 21.55 | -3.30 | 4.41 |
| Sharpe Ratio | NA | 0.47 | -0.01 | 0.34 | 0.45 | NA | NA | 0.55 | -0.11 | 0.45 | 0.86 | -1.05 | 0.54 | 1.53 | 2.67 | -0.74 | 2.05 | 0.83 | 0.09 | 0.80 | 2.33 | 1.54 | 0.03 | 1.28 | 1.51 | -1.07 | 0.66 | 1.29 | 1.05 | 1.68 | 2.54 | -0.41 | 0.26 |
| Standard Deviation(%) | NA | 18.26 | 14.42 | 13.34 | 10.88 | NA | NA | 11.01 | 6.15 | 18.31 | 9.24 | 14.23 | 9.41 | 13.30 | 6.89 | 9.42 | 4.65 | 8.20 | 8.45 | 6.17 | 7.02 | 8.36 | 14.70 | 11.48 | 17.63 | 21.08 | 8.56 | 6.88 | 6.12 | 7.39 | 8.22 | 10.67 | 8.20 |
| Draw Down(%) | NA | 11.54 | 20.07 | 24.39 | 24.39 | NA | NA | 34.65 | 0.97 | 10.79 | 9.58 | 20.98 | 5.57 | 15.80 | 3.07 | 12.83 | 2.13 | 6.71 | 7.70 | 5.24 | 6.00 | 6.10 | 14.79 | 8.42 | 16.60 | 33.47 | 6.84 | 7.01 | 4.11 | 6.09 | 8.51 | 16.02 | 10.20 |
| Yield(%) | NA | 5.06 | 5.11 | 4.40 | 3.73 | NA | NA | 3.97 | NA | 0.58 | 4.83 | 6.11 | 3.45 | 2.49 | 4.41 | 5.99 | 0.23 | 3.01 | 4.26 | 2.00 | 2.91 | 3.69 | 4.64 | 2.99 | 2.38 | 4.22 | 7.96 | 6.46 | 3.65 | 4.66 | 2.85 | 2.74 | 4.89 |
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 - Optimal Moderate |
-5.74%
Feb 2006 - Feb 2009 |
0.35%
Feb 2004 - Feb 2009 |
4.61%
Oct 2013 - Oct 2023 |
5.24%
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 - Optimal Moderate |
20.43%
Feb 2009 - Feb 2012 |
16.73%
Feb 2009 - Feb 2014 |
10.50%
Feb 2009 - Feb 2019 |
9.25%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart