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Freddie Mac

FMCC
Equity · Currency in USD
Sector
Financial Services
Industry
Mortgage Finance
ISIN
US3134003017

FMCCPrice Chart


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S&P 500

FMCCPerformance

The chart shows the growth of $10,000 invested in Freddie Mac on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,603 for a total return of roughly -23.97%. All prices are adjusted for splits and dividends.


FMCC (Freddie Mac)
Benchmark (S&P 500)

FMCCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-15.91%
6M-42.19%
YTD-52.36%
1Y-45.59%
5Y-8.81%
10Y11.63%

FMCCMonthly Returns Heatmap


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FMCCSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Freddie Mac Sharpe ratio is -0.63. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


FMCC (Freddie Mac)
Benchmark (S&P 500)

FMCCDividends


FMCC doesn't pay dividends

FMCCDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


FMCC (Freddie Mac)
Benchmark (S&P 500)

FMCCWorst Drawdowns

The table below shows the maximum drawdowns of the Freddie Mac. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Freddie Mac is 87.97%, recorded on Dec 6, 2011. It took 365 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.97%Apr 16, 2010416Dec 6, 2011365May 22, 2013781
-80.8%Mar 11, 20141212Dec 31, 2018
-73.33%May 29, 201375Sep 12, 2013113Feb 25, 2014188
-23.33%Jan 8, 201011Jan 25, 201053Apr 12, 201064
-6.41%Apr 13, 20101Apr 13, 20102Apr 15, 20103
-5.48%Jan 5, 20102Jan 6, 20101Jan 7, 20103
-2.65%Mar 7, 20141Mar 7, 20141Mar 10, 20142
-2.38%Mar 3, 20141Mar 3, 20142Mar 5, 20143

FMCCVolatility Chart

Current Freddie Mac volatility is 31.99%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


FMCC (Freddie Mac)
Benchmark (S&P 500)

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