Performance analysis of Great Ajax (AJXA)
Annual Return
Over the past 3 years, AJXA has had an average annual return of +12.04%, underperforming the benchmark SPY, which returned +23.73% annual.
Over the past 5 years, AJXA has had an average annual return of +6.38%, underperforming the benchmark SPY, which returned +8.40% annual.
Since Apr 28, 2017, AJXA has had an average annual return of +7.08%, underperforming the benchmark SPY, which returned +13.40% annual.
| 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.84% | +10.55% | -0.92% | +14.22% | -0.88% | +19.86% | -0.85% | +5.57% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +1.30% | +1.29% | +0.56% | +0.64% | +3.84% | ||||||||
| 2023 | +3.17% | -0.97% | +0.75% | -0.79% | -0.08% | +3.45% | +1.14% | -0.69% | +0.46% | -0.50% | +3.59% | +0.70% | +10.55% |
| 2022 | -1.77% | -2.51% | +2.14% | +0.32% | +3.27% | -3.54% | +1.67% | +0.24% | -2.72% | +1.76% | +0.04% | +0.43% | -0.92% |
| 2021 | +0.45% | +1.35% | +2.91% | +1.47% | +1.53% | +3.68% | -2.39% | +4.08% | -0.29% | +1.26% | -3.72% | +3.35% | +14.22% |
| 2020 | +1.57% | -2.39% | -27.25% | +17.50% | +4.26% | +2.49% | +4.15% | -0.41% | +1.18% | -3.48% | +7.43% | +0.58% | -0.88% |
| 2019 | +3.31% | +1.59% | +1.73% | +3.92% | -2.43% | +4.19% | -0.58% | +2.52% | +2.62% | +3.22% | -0.80% | -0.78% | +19.86% |
| 2018 | -1.57% | +0.28% | +2.62% | -0.95% | +1.17% | +0.02% | +0.03% | +1.69% | +0.40% | -0.69% | -0.52% | -3.20% | -0.85% |
| 2017 | +0% | +0.99% | +1.45% | +0.72% | +0.35% | +0.71% | +0.95% | +0.14% | +0.13% | +5.57% |
Drawdown analysis of Great Ajax (AJXA)
The maximum drawdown for the AJXA was -46.30%, occurring on Mar 24, 2020. Recovery took 240 trading sessions.
Since Apr 28, 2017 AJXA has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.30% | Feb 14, 2020 | 26 | Mar 24, 2020 | 240 | Mar 8, 2021 | 266 |
| -10.97% | Aug 8, 2017 | 62 | Nov 3, 2017 | 3 | Nov 8, 2017 | 65 |
| -7.06% | Oct 4, 2018 | 55 | Dec 24, 2018 | 67 | Apr 2, 2019 | 122 |
| -6.33% | Oct 25, 2021 | 91 | Mar 7, 2022 | 218 | Jan 18, 2023 | 309 |
| -4.45% | Jan 31, 2023 | 36 | Mar 23, 2023 | 39 | May 18, 2023 | 75 |
| -3.67% | Nov 10, 2017 | 61 | Feb 9, 2018 | 22 | Mar 14, 2018 | 83 |
| -3.37% | May 16, 2019 | 14 | Jun 6, 2019 | 16 | Jun 28, 2019 | 30 |
| -3.20% | Sep 1, 2021 | 12 | Sep 20, 2021 | 13 | Oct 7, 2021 | 25 |
| -3.13% | Aug 26, 2019 | 2 | Aug 28, 2019 | 7 | Sep 9, 2019 | 9 |
| -2.39% | Jun 30, 2021 | 21 | Jul 30, 2021 | 5 | Aug 6, 2021 | 26 |
| -2.28% | Mar 16, 2021 | 3 | Mar 19, 2021 | 9 | Apr 1, 2021 | 12 |
| -2.17% | Apr 26, 2021 | 12 | May 12, 2021 | 6 | May 20, 2021 | 18 |
| -2.05% | Jun 2, 2021 | 3 | Jun 7, 2021 | 1 | Jun 8, 2021 | 4 |
| -2.03% | Oct 31, 2019 | 4 | Nov 6, 2019 | 36 | Dec 30, 2019 | 40 |
| -2.02% | Jun 30, 2017 | 1 | Jul 3, 2017 | 3 | Jul 7, 2017 | 4 |
| -2.01% | Jun 9, 2021 | 7 | Jun 18, 2021 | 8 | Jun 30, 2021 | 15 |
| -1.96% | Apr 16, 2018 | 6 | Apr 24, 2018 | 13 | May 11, 2018 | 19 |
| -1.89% | Apr 1, 2021 | 12 | Apr 20, 2021 | 4 | Apr 26, 2021 | 16 |
| -1.80% | Dec 30, 2019 | 2 | Jan 2, 2020 | 21 | Feb 3, 2020 | 23 |
| -1.77% | Jun 28, 2019 | 25 | Aug 5, 2019 | 3 | Aug 8, 2019 | 28 |
| -1.76% | May 11, 2018 | 6 | May 21, 2018 | 55 | Aug 8, 2018 | 61 |
| -1.75% | Sep 7, 2018 | 3 | Sep 12, 2018 | 2 | Sep 14, 2018 | 5 |
| -1.75% | Sep 14, 2018 | 3 | Sep 19, 2018 | 11 | Oct 4, 2018 | 14 |
| -1.73% | Aug 12, 2021 | 4 | Aug 18, 2021 | 7 | Aug 27, 2021 | 11 |
| -1.72% | May 30, 2023 | 1 | May 31, 2023 | 13 | Jun 20, 2023 | 14 |