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Performance analysis of Citigroup Capital VIII 7875 Fixed rate Floating Rate trust Preferred Securities TruPS (C-P-N)

Annual Return

Over the past 3 years, C-P-N has had an average annual return of +10.27%, underperforming the benchmark SPY, which returned +22.77% annual.

Over the past 5 years, C-P-N has had an average annual return of +9.95%, underperforming the benchmark SPY, which returned +14.05% annual.

Over the past 10 years, C-P-N has had an average annual return of +9.27%, underperforming the benchmark SPY, which returned +15.53% annual.

Since Oct 4, 2010, C-P-N has had an average annual return of +8.44%, underperforming the benchmark SPY, which returned +14.89% annual.

202620252024202320222021202020192018201720162015
-0.24%+10.41%+16.31%+10.98%+9.19%+3.88%+9.89%+11.91%+3.99%+14.22%+6.30%+5.44%
20142013201220112010
+4.86%+2.92%+15.02%+4.49%+4.02%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+1.52%-0.87%-1.28%+2.33%-2.31%+0.45%-0.24%
2025+5.32%-1.85%-1.35%+2.07%-2.18%+0.92%+2.47%+1.29%+1.07%+1.85%-0.27%+0.84%+10.41%
2024+4.43%-0.31%+1.83%+0.96%+0.86%+0.07%+2.24%+1.72%+0.67%+3.94%+0.20%-1.25%+16.31%
2023+3.56%-1.67%+1.06%+4.63%-1.85%-0.59%+4.54%-0.38%+1.56%+0.33%+0.66%-1.11%+10.98%
2022-1.98%-1.34%+3.16%+0.44%+0.15%-1.29%+3.78%+0.15%+1.93%+0.56%+4.04%-0.56%+9.19%
2021-0.06%-4.34%+0.18%+2.42%+2.06%+0.72%+0.85%+0.32%-0.21%+0.40%-1.71%+3.41%+3.88%
2020+3.28%-3.73%-5.64%+6.56%+0.86%-1.86%+3.57%-0.18%+0.11%+3.13%+0.15%+3.87%+9.89%
2019+0.27%+3.01%+2.36%-1.02%+0.88%+1.03%+0.63%+0.51%+0.33%+1.50%+1.18%+0.69%+11.91%
2018+0.23%+0.66%-0.14%+0.40%+0.26%+0.89%+1.39%+1%-1.25%+0.65%-0.46%+0.31%+3.99%
2017+1.79%+2.05%+1.13%+0.16%-0.53%-0.45%+7.04%-0.84%+2.58%-0.26%+0.74%+0.21%+14.22%

Drawdown analysis of Citigroup Capital VIII 7875 Fixed rate Floating Rate trust Preferred Securities TruPS (C-P-N)

The maximum drawdown for the C-P-N was -20.68%, occurring on Mar 18, 2020. Recovery took 142 trading sessions.

The current C-P-N drawdown is -2.24%.

Since Oct 4, 2010 C-P-N has experienced the following drawdowns:

  • 20% or more: 1 time
  • 10% or more: 2 times
DepthStartTo BottomBottomTo RecoverEndTotal
-20.68%Feb 11, 202025Mar 18, 2020142Oct 8, 2020167
-12.70%May 17, 201157Aug 8, 201158Oct 28, 2011115
-6.22%Jan 26, 202116Feb 18, 202176Jun 8, 202192
-6.06%Jan 31, 202333Mar 20, 202313Apr 6, 202346
-5.93%Oct 28, 201119Nov 25, 201139Jan 24, 201258
-5.43%Feb 3, 202548Apr 11, 202557Jul 7, 2025105
-4.37%Mar 13, 201247May 18, 201218Jun 14, 201265
-4.18%May 7, 201333Jun 24, 2013163Feb 14, 2014196
-3.99%Dec 31, 202130Feb 14, 202234Apr 4, 202264
-3.98%Apr 28, 202312May 16, 202338Jul 12, 202350
-3.50%Dec 29, 201531Feb 12, 201622Mar 16, 201653
-3.25%Sep 2, 202157Nov 23, 202125Dec 30, 202182
-3.01%May 5, 202211May 20, 20225May 27, 202216
-2.79%Aug 22, 202313Sep 11, 202313Sep 28, 202326
-2.79%Oct 26, 20236Nov 3, 20239Nov 16, 202315
-2.69%Jul 15, 201915Aug 5, 201913Aug 22, 201928
-2.69%Jan 14, 202693May 29, 2026OngoingOngoingOngoing
-2.65%Aug 10, 20129Aug 23, 201226Oct 1, 201235
-2.61%Feb 7, 201214Feb 28, 201210Mar 13, 201224
-2.56%Aug 8, 201715Aug 29, 201716Sep 21, 201731
-2.52%Aug 22, 201916Sep 16, 201932Oct 30, 201948
-2.50%May 27, 202210Jun 13, 202218Jul 11, 202228
-2.31%Jan 9, 20234Jan 13, 20238Jan 26, 202312
-2.31%Apr 5, 201914Apr 26, 201936Jun 18, 201950
-2.20%Jan 24, 20138Feb 5, 201326Mar 14, 201334