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Performance analysis of AGNC Investment (AGNCM)

Annual Return

Over the past 3 years, AGNCM has had an average annual return of +13.82%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, AGNCM has had an average annual return of +7.88%, underperforming the benchmark SPY, which returned +13.88% annual.

Since Feb 28, 2019, AGNCM has had an average annual return of +8.16%, underperforming the benchmark SPY, which returned +16.42% annual.

20262025202420232022202120202019
+4.60%+5.13%+18.63%+27.81%-16.44%+10.67%+4.27%+9.96%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+1.84%-0.08%-1.44%+3.81%-0.12%+0.60%+4.60%
2025-1.73%+1.40%-0.39%-1.25%+0.16%+1.51%+3.18%+0.08%-0.24%+0.34%-0.45%+2.50%+5.13%
2024+4.09%+0.94%+1.13%+1.06%+1.49%+1.03%+1.30%+0.04%+1.04%+1.23%+1.47%+2.44%+18.63%
2023+12.19%+1.71%-7.32%+1.85%+3.10%+5.89%+2.50%+3.57%+2.67%-12.58%+13.44%+0.56%+27.81%
2022-3.57%-1.32%+3.99%-4.71%-0.59%-13.74%+8.73%-0.69%-8.99%-4.61%+14.14%-3.42%-16.44%
2021-1.01%+1.51%+4.12%-1.02%+1.46%+3.15%-0.46%+0.88%+0.08%-0.58%-1.10%+3.33%+10.67%
2020+1.32%-3.90%-23.43%+18.20%+2.38%-1.85%+3.66%+4.59%-2.32%-1.80%+4.88%+7.98%+4.27%
2019+0%+0.75%+1.33%+0.47%+1.15%+1.74%+2.35%-1.49%+0.04%+0.23%+3.04%+9.96%

Drawdown analysis of AGNC Investment (AGNCM)

The maximum drawdown for the AGNCM was -55.99%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.

The current AGNCM drawdown is -0.08%.

Since Feb 28, 2019 AGNCM has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 1 time
  • 30% or more: 1 time
  • 20% or more: 2 times
  • 10% or more: 3 times
DepthStartTo BottomBottomTo RecoverEndTotal
-55.99%Feb 3, 202031Mar 18, 2020195Dec 23, 2020226
-28.38%Jan 3, 2022203Oct 24, 2022190Jul 28, 2023393
-13.96%Sep 29, 202321Oct 30, 202339Dec 26, 202360
-6.50%Apr 1, 20258Apr 11, 202547Jun 20, 202555
-3.92%Jul 12, 202155Sep 28, 202166Dec 31, 2021121
-3.65%Feb 18, 202633Apr 7, 20266Apr 15, 202639
-3.32%May 7, 20213May 12, 202119Jun 9, 202122
-3.03%Dec 30, 20208Jan 12, 202136Mar 5, 202144
-2.46%Aug 29, 201932Oct 15, 201945Dec 18, 201977
-2.36%Oct 7, 202543Dec 8, 20257Dec 17, 202550
-2.03%Aug 2, 202310Aug 16, 20236Aug 24, 202316
-1.97%Jun 24, 20254Jun 30, 202510Jul 15, 202514
-1.88%Dec 31, 20246Jan 10, 202555Apr 1, 202561
-1.82%Apr 21, 20217Apr 30, 20212May 4, 20219
-1.63%Dec 28, 20231Dec 29, 20235Jan 8, 20246
-1.55%Jun 14, 202111Jun 29, 20211Jun 30, 202112
-1.51%May 9, 20242May 13, 202414Jun 3, 202416
-1.39%Aug 2, 20241Aug 5, 202412Aug 21, 202413
-1.37%Aug 13, 202521Sep 12, 202514Oct 2, 202535
-1.12%May 1, 202614May 21, 20266Jun 1, 202620
-1.09%Feb 1, 20242Feb 5, 202410Feb 20, 202412
-1.03%Aug 22, 20245Aug 29, 20246Sep 9, 202411
-0.92%Oct 15, 202411Oct 30, 20241Oct 31, 202412
-0.88%Sep 9, 20242Sep 11, 20243Sep 16, 20245
-0.85%Apr 12, 20248Apr 24, 20244Apr 30, 202412