Performance analysis of Cherry Hill Mortgage Investment (CHMI)
Annual Return
Over the past 3 years, CHMI has had an average annual return of -2.78%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, CHMI has had an average annual return of -10.67%, underperforming the benchmark SPY, which returned +12.78% annual.
Over the past 10 years, CHMI has had an average annual return of -4.44%, underperforming the benchmark SPY, which returned +14.91% annual.
Since Oct 4, 2013, CHMI has had an average annual return of -2.49%, underperforming the benchmark SPY, which returned +14.18% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.45% | +15.34% | -21.87% | -18.86% | -16.60% | +1.61% | -27.52% | -6.73% | +9.62% | +9.81% | +58.93% | -20.31% |
| 2014 | 2013 | ||||||||||
| +15.45% | -1.38% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.49% | -2.23% | -1.13% | +6.80% | -11.24% | +2.11% | +0.86% | -0.45% | |||||
| 2025 | +24.62% | +7.29% | -2.27% | -8.49% | -1.99% | -2.69% | +1.82% | +3.24% | -13.23% | -0.84% | +5.06% | +6.43% | +15.34% |
| 2024 | -11.14% | -1.39% | +4.33% | -2.82% | +5.23% | +4.43% | +5.50% | -7.82% | +7.08% | -7.44% | -17.56% | +0.72% | -21.87% |
| 2023 | +20.51% | -2.71% | -14.89% | +0.18% | -11.20% | +1.39% | -9.94% | -9.43% | -1.79% | -20.15% | +32.65% | +6.25% | -18.86% |
| 2022 | -1.93% | -7.28% | +6.23% | -15.16% | +5.96% | -3.81% | +11.09% | -9.00% | -20.10% | +10.59% | +8.83% | +2.71% | -16.60% |
| 2021 | -3.72% | +11.59% | -2.24% | +8.36% | -2.96% | +3.16% | -6.59% | -0.98% | +0.30% | +2.70% | -6.25% | -0.16% | +1.61% |
| 2020 | +5.28% | -7.16% | -53.93% | +12.25% | +24% | +7.60% | +2.33% | +3.58% | -3.27% | +2% | -1.09% | +3.90% | -27.52% |
| 2019 | +5.47% | +0.21% | -4.62% | +0.23% | -5.56% | +1.19% | -3.19% | -22.34% | +12.23% | +3.21% | +10.80% | +0.11% | -6.73% |
| 2018 | -5.72% | -4.96% | +11.88% | +0.45% | +2.04% | +2.05% | +3.14% | +0.98% | -0.04% | -1.05% | +6.14% | -4.39% | +9.62% |
| 2017 | -1.60% | +3.64% | -5.45% | +1.75% | +4.02% | +4.74% | +3.90% | -3.70% | +0.58% | +0.61% | +0.06% | +1.40% | +9.81% |
Drawdown analysis of Cherry Hill Mortgage Investment (CHMI)
The maximum drawdown for the CHMI was -81.77%, occurring on Apr 3, 2020. This drawdown has not yet recovered.
The current CHMI drawdown is -61.18%.
Since Oct 4, 2013 CHMI 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: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.77% | Mar 14, 2019 | 267 | Apr 3, 2020 | Ongoing | Ongoing | Ongoing |
| -25.38% | Jul 24, 2014 | 368 | Jan 8, 2016 | 148 | Aug 10, 2016 | 516 |
| -13.43% | Mar 17, 2017 | 5 | Mar 24, 2017 | 66 | Jun 28, 2017 | 71 |
| -13.06% | Oct 20, 2017 | 88 | Feb 28, 2018 | 50 | May 10, 2018 | 138 |
| -10.45% | Nov 19, 2018 | 23 | Dec 24, 2018 | 8 | Jan 7, 2019 | 31 |
| -8.05% | Sep 27, 2016 | 23 | Oct 28, 2016 | 16 | Nov 21, 2016 | 39 |
| -6.59% | Sep 10, 2018 | 24 | Oct 12, 2018 | 18 | Nov 7, 2018 | 42 |
| -6.46% | May 30, 2018 | 4 | Jun 5, 2018 | 61 | Aug 30, 2018 | 65 |
| -6.42% | Jan 10, 2017 | 15 | Feb 1, 2017 | 29 | Mar 15, 2017 | 44 |
| -6.41% | Aug 8, 2017 | 27 | Sep 15, 2017 | 25 | Oct 20, 2017 | 52 |
| -6.09% | Jan 16, 2014 | 34 | Mar 7, 2014 | 14 | Mar 27, 2014 | 48 |
| -5.95% | Oct 4, 2013 | 48 | Dec 12, 2013 | 13 | Jan 2, 2014 | 61 |
| -3.09% | Apr 24, 2014 | 15 | May 15, 2014 | 21 | Jun 16, 2014 | 36 |
| -2.74% | Jun 28, 2017 | 5 | Jul 6, 2017 | 10 | Jul 20, 2017 | 15 |
| -2.48% | Sep 8, 2016 | 3 | Sep 13, 2016 | 2 | Sep 15, 2016 | 5 |
| -2.39% | Dec 12, 2016 | 3 | Dec 15, 2016 | 9 | Dec 29, 2016 | 12 |
| -2.32% | Apr 2, 2014 | 9 | Apr 15, 2014 | 2 | Apr 17, 2014 | 11 |
| -2.23% | Jun 27, 2014 | 9 | Jul 11, 2014 | 3 | Jul 16, 2014 | 12 |
| -2.13% | Feb 6, 2019 | 20 | Mar 7, 2019 | 5 | Mar 14, 2019 | 25 |
| -1.77% | Jan 7, 2019 | 6 | Jan 15, 2019 | 14 | Feb 5, 2019 | 20 |
| -1.61% | Nov 29, 2016 | 1 | Nov 30, 2016 | 3 | Dec 5, 2016 | 4 |
| -1.21% | May 23, 2018 | 1 | May 24, 2018 | 3 | May 30, 2018 | 4 |
| -1.18% | Jun 24, 2014 | 1 | Jun 25, 2014 | 1 | Jun 26, 2014 | 2 |
| -1.13% | Nov 22, 2016 | 1 | Nov 23, 2016 | 1 | Nov 25, 2016 | 2 |
| -0.97% | Jan 4, 2017 | 1 | Jan 5, 2017 | 2 | Jan 9, 2017 | 3 |