Performance analysis of Cherry Hill Mortgage Investment (CHMI-P-A)
Annual Return
Over the past 3 years, CHMI-P-A has had an average annual return of +11.03%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, CHMI-P-A has had an average annual return of +5.92%, underperforming the benchmark SPY, which returned +14% annual.
Since Aug 11, 2017, CHMI-P-A has had an average annual return of +7.65%, underperforming the benchmark SPY, which returned +15.54% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.56% | +1.69% | +8.83% | +20.96% | -11.71% | +10.25% | +7.47% | +12.55% | +3.67% | +7.95% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.39% | +1.68% | -0.55% | +0.69% | +1.49% | +4.66% | +8.56% | ||||||
| 2025 | -0.14% | -2.46% | +4.33% | -0.85% | -5.86% | -0.01% | +1.20% | +4.66% | +8.99% | -3.13% | -6.22% | +2.27% | +1.69% |
| 2024 | +1.86% | -0.78% | +1.79% | -4.72% | +5.09% | +0.98% | +5.87% | -1.60% | +4.06% | -0.13% | -6.26% | +3.10% | +8.83% |
| 2023 | +11.26% | +0.12% | -4.18% | +1.79% | -5.99% | +7.95% | +0.56% | -4.15% | -1.96% | -6.04% | +7.93% | +14.49% | +20.96% |
| 2022 | +0.23% | -1.12% | +1.68% | -4.09% | -2.37% | -2.08% | +0.03% | +2.79% | -13.80% | -5.19% | +21.14% | -6.12% | -11.71% |
| 2021 | +0.84% | +0.71% | +3.24% | +1.01% | -0.77% | +2.75% | -0.77% | +1.30% | +1.22% | -0.93% | +0.31% | +0.97% | +10.25% |
| 2020 | +1.37% | -3.05% | -40.00% | +40.12% | +10.49% | +0.92% | +2.15% | +5.61% | -0.46% | -2.70% | +11.55% | +0.07% | +7.47% |
| 2019 | +1.16% | +0.82% | +1.64% | +1.51% | -0.35% | +2.62% | +0.98% | -2.14% | +2.27% | +0.76% | +0.68% | +2.02% | +12.55% |
| 2018 | -2.33% | -0.35% | +1.52% | +0.17% | +2.02% | +1.34% | +0.55% | +0.32% | +0.71% | -0.83% | +0.20% | +0.36% | +3.67% |
| 2017 | +2.39% | +0.79% | +1.91% | -0.24% | +2.89% | +7.95% |
Drawdown analysis of Cherry Hill Mortgage Investment (CHMI-P-A)
The maximum drawdown for the CHMI-P-A was -70.46%, occurring on Mar 24, 2020. Recovery took 166 trading sessions.
The current CHMI-P-A drawdown is -0.04%.
Since Aug 11, 2017 CHMI-P-A 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: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.46% | Jan 13, 2020 | 49 | Mar 24, 2020 | 166 | Nov 17, 2020 | 215 |
| -26.25% | Apr 1, 2022 | 140 | Oct 21, 2022 | 291 | Dec 19, 2023 | 431 |
| -17.53% | Nov 6, 2024 | 103 | Apr 8, 2025 | 103 | Sep 5, 2025 | 206 |
| -11.04% | Sep 12, 2025 | 60 | Dec 8, 2025 | Ongoing | Ongoing | Ongoing |
| -8.35% | Jan 24, 2024 | 63 | Apr 24, 2024 | 31 | Jun 7, 2024 | 94 |
| -6.45% | Sep 27, 2018 | 60 | Dec 24, 2018 | 5 | Jan 2, 2019 | 65 |
| -4.84% | Dec 29, 2017 | 24 | Feb 5, 2018 | 63 | May 7, 2018 | 87 |
| -4.11% | Jul 18, 2024 | 16 | Aug 9, 2024 | 27 | Sep 18, 2024 | 43 |
| -3.84% | Jan 20, 2022 | 36 | Mar 14, 2022 | 14 | Apr 1, 2022 | 50 |
| -3.05% | Aug 2, 2019 | 15 | Aug 23, 2019 | 24 | Sep 27, 2019 | 39 |
| -2.67% | Jun 10, 2024 | 13 | Jun 28, 2024 | 5 | Jul 8, 2024 | 18 |
| -2.53% | Jan 2, 2024 | 3 | Jan 5, 2024 | 3 | Jan 10, 2024 | 6 |
| -2.34% | Oct 16, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
| -2.13% | Feb 10, 2021 | 8 | Feb 23, 2021 | 18 | Mar 19, 2021 | 26 |
| -1.80% | Nov 30, 2020 | 5 | Dec 7, 2020 | 15 | Dec 29, 2020 | 20 |
| -1.80% | Jun 29, 2021 | 9 | Jul 13, 2021 | 49 | Sep 21, 2021 | 58 |
| -1.72% | Dec 29, 2020 | 1 | Dec 30, 2020 | 12 | Jan 19, 2021 | 13 |
| -1.58% | Apr 27, 2021 | 11 | May 12, 2021 | 15 | Jun 3, 2021 | 26 |
| -1.55% | Oct 19, 2017 | 5 | Oct 26, 2017 | 39 | Dec 21, 2017 | 44 |
| -1.35% | May 10, 2019 | 15 | Jun 3, 2019 | 2 | Jun 5, 2019 | 17 |
| -1.27% | Jun 20, 2018 | 2 | Jun 22, 2018 | 8 | Jul 5, 2018 | 10 |
| -1.26% | Jan 2, 2019 | 1 | Jan 3, 2019 | 2 | Jan 7, 2019 | 3 |
| -1.23% | Feb 1, 2019 | 2 | Feb 5, 2019 | 5 | Feb 12, 2019 | 7 |
| -1.21% | Aug 17, 2018 | 6 | Aug 27, 2018 | 14 | Sep 17, 2018 | 20 |
| -1.20% | Mar 30, 2021 | 6 | Apr 8, 2021 | 12 | Apr 26, 2021 | 18 |