Performance analysis of Cherry Hill Mortgage Investment (CHMI-P-B)
Annual Return
Over the past 3 years, CHMI-P-B has had an average annual return of +15.24%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, CHMI-P-B has had an average annual return of +8.40%, underperforming the benchmark SPY, which returned +14.05% annual.
Since Feb 5, 2019, CHMI-P-B has had an average annual return of +9.23%, underperforming the benchmark SPY, which returned +16.72% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.16% | +7.28% | +15.20% | +28.25% | -13.32% | +21.22% | -3.10% | +12.54% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.28% | +0.82% | +1.14% | -1.16% | +2.31% | +1.70% | +5.16% | ||||||
| 2025 | +1.36% | -0.04% | +0.97% | -1.33% | +2.28% | +0.25% | +2.49% | -0.05% | +0.67% | -0.42% | -0.46% | +1.40% | +7.28% |
| 2024 | +3.67% | +0.35% | +3.04% | +1.51% | +0.69% | +3.12% | +0.64% | -0.84% | +1.90% | -0.24% | -3.76% | +4.44% | +15.20% |
| 2023 | +12.88% | -0.00773% | -4.45% | +3.14% | -3.09% | +3.04% | -0.24% | +2.80% | +1.52% | -4.15% | +5.79% | +9.36% | +28.25% |
| 2022 | -0.24% | -1.98% | +1.86% | -6.93% | +1.50% | -0.39% | -2.11% | +2.29% | -10.86% | -11.04% | +20.35% | -3.23% | -13.32% |
| 2021 | +4.64% | +4.31% | +3.26% | +1.99% | +0.37% | +4.40% | -2.14% | +0.78% | +1.16% | -0.66% | -0.48% | +2.03% | +21.22% |
| 2020 | +3.23% | -5.53% | -41.21% | +35.37% | +8.48% | +2.91% | -2.36% | +4.74% | +1.35% | -6.76% | +19.65% | -3.29% | -3.10% |
| 2019 | +0.44% | +2.04% | +1.01% | +0.38% | +2.46% | +0.60% | -2.11% | +2.89% | +0.83% | +0.79% | +2.64% | +12.54% |
Drawdown analysis of Cherry Hill Mortgage Investment (CHMI-P-B)
The maximum drawdown for the CHMI-P-B was -72.36%, occurring on Mar 18, 2020. Recovery took 226 trading sessions.
Since Feb 5, 2019 CHMI-P-B 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: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.36% | Feb 10, 2020 | 26 | Mar 18, 2020 | 226 | Feb 9, 2021 | 252 |
| -28.12% | Dec 30, 2021 | 205 | Oct 24, 2022 | 230 | Sep 25, 2023 | 435 |
| -6.45% | Apr 2, 2025 | 7 | Apr 11, 2025 | 17 | May 7, 2025 | 24 |
| -6.18% | Sep 25, 2023 | 24 | Oct 27, 2023 | 12 | Nov 14, 2023 | 36 |
| -5.58% | Nov 8, 2024 | 12 | Nov 26, 2024 | 27 | Jan 7, 2025 | 39 |
| -3.05% | Aug 2, 2019 | 21 | Sep 3, 2019 | 19 | Sep 30, 2019 | 40 |
| -2.79% | Jan 16, 2026 | 48 | Mar 27, 2026 | 27 | May 6, 2026 | 75 |
| -2.49% | Oct 1, 2025 | 36 | Nov 20, 2025 | 23 | Dec 24, 2025 | 59 |
| -2.49% | Jun 29, 2021 | 17 | Jul 23, 2021 | 77 | Nov 10, 2021 | 94 |
| -2.27% | Feb 20, 2025 | 12 | Mar 10, 2025 | 12 | Mar 26, 2025 | 24 |
| -2.24% | Jul 5, 2024 | 32 | Aug 20, 2024 | 27 | Sep 27, 2024 | 59 |
| -2.14% | Jan 29, 2024 | 11 | Feb 13, 2024 | 10 | Feb 28, 2024 | 21 |
| -2.08% | May 7, 2025 | 11 | May 22, 2025 | 9 | Jun 5, 2025 | 20 |
| -1.84% | Jan 21, 2020 | 1 | Jan 22, 2020 | 7 | Jan 31, 2020 | 8 |
| -1.83% | Nov 12, 2019 | 5 | Nov 19, 2019 | 19 | Dec 17, 2019 | 24 |
| -1.77% | Jun 24, 2025 | 2 | Jun 26, 2025 | 8 | Jul 9, 2025 | 10 |
| -1.71% | Nov 12, 2021 | 9 | Nov 26, 2021 | 22 | Dec 29, 2021 | 31 |
| -1.44% | Jun 5, 2025 | 5 | Jun 12, 2025 | 3 | Jun 17, 2025 | 8 |
| -1.43% | Jan 8, 2025 | 8 | Jan 22, 2025 | 14 | Feb 11, 2025 | 22 |
| -1.41% | Jul 1, 2019 | 14 | Jul 22, 2019 | 8 | Aug 1, 2019 | 22 |
| -1.41% | Dec 26, 2025 | 1 | Dec 29, 2025 | 3 | Jan 2, 2026 | 4 |
| -1.40% | Jan 11, 2024 | 4 | Jan 18, 2024 | 2 | Jan 22, 2024 | 6 |
| -1.39% | Jul 31, 2025 | 1 | Aug 1, 2025 | 25 | Sep 8, 2025 | 26 |
| -1.39% | Jan 31, 2020 | 2 | Feb 4, 2020 | 4 | Feb 10, 2020 | 6 |
| -1.38% | Jun 17, 2025 | 2 | Jun 20, 2025 | 2 | Jun 24, 2025 | 4 |