Performance analysis of DMO (Western Asset Mortgage Opportunity Fund)
Annual Return
Over the past 3 years, DMO has had an average annual return of +15.12%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, DMO has had an average annual return of +4.98%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, DMO has had an average annual return of +4.32%, underperforming the benchmark SPY, which returned +15.45% annual.
Since Feb 24, 2010, DMO has had an average annual return of +8.42%, underperforming the benchmark SPY, which returned +14.53% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +2.61% | +6.91% | +20.20% | +16.82% | -21.66% | +17.15% | -22.23% | +9.15% | -2.11% | +23.43% | +10.06% | +13.24% |
| 2014 | 2013 | 2012 | 2011 | 2010 | |||||||
| +16.87% | +11.97% | +39.21% | -0.47% | +13.81% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.18% | +4.57% | -4.15% | +3.74% | +0.99% | -2.45% | +2.61% | ||||||
| 2025 | +0.94% | +2.81% | -0.26% | +0.20% | +0.87% | +3.34% | +0.30% | +1.57% | -0.44% | +3.08% | -1.68% | -3.78% | +6.91% |
| 2024 | +2.08% | +2.67% | +3.29% | -2.72% | +5.38% | +2.65% | +3.37% | -1.17% | +1.44% | +1.08% | +1.09% | -0.35% | +20.20% |
| 2023 | +3.81% | +1.52% | -5.38% | +2.04% | +0.22% | +1.94% | +7.07% | -1.29% | -1.32% | -2.84% | +4.40% | +6.22% | +16.82% |
| 2022 | -1.04% | -5.29% | -4.02% | -6.34% | -1.32% | -3.04% | +3% | +1.14% | -6.38% | -3.51% | +5.27% | -1.90% | -21.66% |
| 2021 | +1.65% | +4.16% | -0.18% | +5.99% | -2.07% | +4.90% | -0.71% | +5.42% | -3.25% | +3.64% | -0.05% | -2.96% | +17.15% |
| 2020 | +1.42% | -3.31% | -34.06% | +3.28% | +1.37% | +12.88% | -2.59% | -6.52% | +0.91% | +1.45% | +5.80% | +3.20% | -22.23% |
| 2019 | +4.24% | -1.60% | +1.74% | +1.77% | +1.08% | +2.56% | +3.75% | -1.69% | +2% | -1.03% | -2.07% | -1.69% | +9.15% |
| 2018 | +6.28% | -5.46% | +1.35% | +2.49% | -0.98% | -4.94% | -0.88% | +0.17% | +3.08% | -3.21% | +0.66% | -0.08% | -2.11% |
| 2017 | +1.10% | +5.87% | +0.15% | +6.40% | +1.62% | +5.87% | +1.70% | -0.40% | -1.76% | -5.81% | +2.05% | +5.16% | +23.43% |
Drawdown analysis of DMO (Western Asset Mortgage Opportunity Fund)
The maximum drawdown for the DMO was -49.09%, occurring on Apr 3, 2020. Recovery took 1310 trading sessions.
The current DMO drawdown is -3.59%.
Since Feb 24, 2010 DMO has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.09% | Oct 16, 2019 | 117 | Apr 3, 2020 | 1310 | Jun 23, 2025 | 1427 |
| -14.52% | Jan 24, 2018 | 133 | Aug 3, 2018 | 217 | Jun 17, 2019 | 350 |
| -14.50% | Jan 30, 2013 | 109 | Jul 8, 2013 | 158 | Feb 21, 2014 | 267 |
| -13.05% | Mar 8, 2011 | 107 | Aug 9, 2011 | 120 | Jan 31, 2012 | 227 |
| -13.04% | Oct 18, 2016 | 19 | Nov 14, 2016 | 60 | Feb 10, 2017 | 79 |
| -11.64% | Oct 19, 2017 | 7 | Oct 30, 2017 | 46 | Jan 5, 2018 | 53 |
| -8.36% | Nov 11, 2025 | 93 | Mar 27, 2026 | 39 | May 22, 2026 | 132 |
| -8.00% | Sep 25, 2015 | 55 | Dec 14, 2015 | 9 | Dec 28, 2015 | 64 |
| -7.97% | Jul 17, 2017 | 18 | Aug 10, 2017 | 8 | Aug 22, 2017 | 26 |
| -6.98% | Jan 8, 2016 | 7 | Jan 20, 2016 | 11 | Feb 4, 2016 | 18 |
| -6.52% | Feb 4, 2016 | 5 | Feb 11, 2016 | 46 | Apr 19, 2016 | 51 |
| -6.15% | Dec 5, 2012 | 16 | Dec 28, 2012 | 9 | Jan 11, 2013 | 25 |
| -5.48% | May 7, 2010 | 15 | May 28, 2010 | 39 | Jul 26, 2010 | 54 |
| -5.30% | Nov 2, 2012 | 9 | Nov 15, 2012 | 8 | Nov 28, 2012 | 17 |
| -5.23% | Jun 23, 2015 | 4 | Jun 29, 2015 | 14 | Jul 20, 2015 | 18 |
| -5.19% | Aug 9, 2019 | 3 | Aug 14, 2019 | 20 | Sep 12, 2019 | 23 |
| -4.53% | Aug 22, 2017 | 9 | Sep 5, 2017 | 32 | Oct 19, 2017 | 41 |
| -4.28% | Aug 19, 2015 | 3 | Aug 24, 2015 | 18 | Sep 18, 2015 | 21 |
| -3.84% | Sep 18, 2012 | 8 | Sep 28, 2012 | 10 | Oct 12, 2012 | 18 |
| -3.72% | Feb 18, 2011 | 3 | Feb 24, 2011 | 8 | Mar 8, 2011 | 11 |
| -3.62% | Jun 19, 2019 | 10 | Jul 3, 2019 | 6 | Jul 12, 2019 | 16 |
| -3.61% | Aug 19, 2010 | 5 | Aug 26, 2010 | 4 | Sep 1, 2010 | 9 |
| -3.59% | May 22, 2026 | 7 | Jun 3, 2026 | Ongoing | Ongoing | Ongoing |
| -3.49% | Oct 4, 2010 | 16 | Oct 26, 2010 | 8 | Nov 5, 2010 | 24 |
| -3.36% | May 16, 2012 | 27 | Jun 25, 2012 | 5 | Jul 2, 2012 | 32 |