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Federal National Mortgage Association

FNMA
Equity · Currency in USD
Sector
Financial Services
Industry
Mortgage Finance
ISIN
US3135861090

FNMAPrice Chart


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S&P 500

FNMAPerformance

The chart shows the growth of $10,000 invested in Federal National Mortgage Association on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,759 for a total return of roughly -22.41%. All prices are adjusted for splits and dividends.


FNMA (Federal National Mortgage Association)
Benchmark (S&P 500)

FNMAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-18.18%
6M-52.63%
YTD-62.34%
1Y-55.22%
5Y-12.56%
10Y13.24%

FNMAMonthly Returns Heatmap


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FNMASharpe 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 Federal National Mortgage Association Sharpe ratio is -0.81. 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.


FNMA (Federal National Mortgage Association)
Benchmark (S&P 500)

FNMADividends


FNMA doesn't pay dividends

FNMADrawdowns Chart

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


FNMA (Federal National Mortgage Association)
Benchmark (S&P 500)

FNMAWorst Drawdowns

The table below shows the maximum drawdowns of the Federal National Mortgage Association. 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 Federal National Mortgage Association is 85.38%, recorded on Jul 8, 2010. It took 718 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.38%Apr 16, 201058Jul 8, 2010718May 15, 2013776
-84.71%Mar 11, 20141900Sep 23, 2021
-73.53%May 29, 201375Sep 12, 2013114Feb 26, 2014189
-20.34%Jan 8, 201011Jan 25, 201053Apr 12, 201064
-10.56%May 16, 20131May 16, 20132May 20, 20133
-5.17%Jan 5, 20102Jan 6, 20101Jan 7, 20103
-5%Mar 3, 20141Mar 3, 20142Mar 5, 20143
-4.84%Apr 13, 20101Apr 13, 20101Apr 14, 20102
-2.2%Mar 7, 20141Mar 7, 20141Mar 10, 20142

FNMAVolatility Chart

Current Federal National Mortgage Association volatility is 46.62%. 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.


FNMA (Federal National Mortgage Association)
Benchmark (S&P 500)

Portfolios with Federal National Mortgage Association


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