Performance analysis of Chimera Investment (CIM-P-B)
Annual Return
Over the past 3 years, CIM-P-B has had an average annual return of +19.10%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, CIM-P-B has had an average annual return of +9.06%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Mar 1, 2017, CIM-P-B has had an average annual return of +8.97%, underperforming the benchmark SPY, which returned +14.99% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +9.68% | +4.10% | +17.47% | +29.63% | -15.44% | +21.30% | -7.19% | +13.10% | +7% | +10.61% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.42% | +0.25% | -5.19% | +11.72% | +0.57% | +1.25% | +9.68% | ||||||
| 2025 | +1.77% | -0.12% | -2.82% | +3.10% | +0.86% | +1.02% | +2.38% | -1.00% | -0.07% | -0.33% | +1.54% | -2.13% | +4.10% |
| 2024 | +2.81% | +1.70% | +2.71% | +0.57% | +1.17% | +1.14% | +0.49% | +0.97% | +2.08% | +2.26% | -0.55% | +0.92% | +17.47% |
| 2023 | +12.92% | +2.06% | -14.20% | +5.84% | -1.57% | +7.43% | +4.35% | +0.41% | -0.70% | -0.75% | +10% | +3.11% | +29.63% |
| 2022 | -0.82% | -2.09% | +2.19% | -1.65% | -1.55% | -9.21% | +2.85% | +3.05% | -20.62% | +5.69% | +15.38% | -5.50% | -15.44% |
| 2021 | +2.81% | +1.46% | +4.64% | +1.76% | +3.47% | +3.30% | +1.08% | +0.27% | -0.91% | +0.70% | -1.39% | +2.46% | +21.30% |
| 2020 | +2.58% | -5.59% | -42.89% | +21.96% | +4.68% | +7.05% | +4.99% | +6.23% | -3.30% | +1.17% | +13.29% | -0.69% | -7.19% |
| 2019 | +0.20% | +1.21% | +1.62% | -1.08% | +1.24% | +1.26% | +1.95% | +1.59% | +0.12% | +1.03% | +1.57% | +1.71% | +13.10% |
| 2018 | -1.27% | +1.84% | +0.16% | -0.71% | +3% | +1.06% | +1.03% | +1.62% | -1.23% | +0.77% | +0.20% | +0.39% | +7% |
| 2017 | +2.01% | +1.29% | +1.45% | +0.71% | +1.41% | +1.51% | +2.36% | -2.27% | +1.86% | -0.12% | +10.61% |
Drawdown analysis of Chimera Investment (CIM-P-B)
The maximum drawdown for the CIM-P-B was -70.87%, occurring on Mar 24, 2020. Recovery took 258 trading sessions.
The current CIM-P-B drawdown is -0.25%.
Since Mar 1, 2017 CIM-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 |
|---|---|---|---|---|---|---|
| -70.87% | Jan 31, 2020 | 36 | Mar 24, 2020 | 258 | Apr 1, 2021 | 294 |
| -28.40% | Mar 29, 2022 | 127 | Sep 29, 2022 | 261 | Oct 13, 2023 | 388 |
| -8.68% | Mar 4, 2025 | 28 | Apr 11, 2025 | 13 | May 1, 2025 | 41 |
| -7.11% | Feb 19, 2026 | 28 | Mar 31, 2026 | 9 | Apr 14, 2026 | 37 |
| -6.99% | Sep 16, 2021 | 123 | Mar 14, 2022 | 11 | Mar 29, 2022 | 134 |
| -6.04% | Oct 13, 2023 | 11 | Oct 30, 2023 | 20 | Nov 28, 2023 | 31 |
| -3.56% | Dec 6, 2017 | 40 | Feb 5, 2018 | 20 | Mar 6, 2018 | 60 |
| -3.30% | Nov 25, 2025 | 15 | Dec 17, 2025 | 40 | Feb 17, 2026 | 55 |
| -2.89% | Apr 27, 2021 | 12 | May 13, 2021 | 6 | May 21, 2021 | 18 |
| -2.80% | Sep 29, 2017 | 21 | Oct 30, 2017 | 24 | Dec 4, 2017 | 45 |
| -2.77% | Aug 31, 2018 | 31 | Oct 16, 2018 | 33 | Dec 3, 2018 | 64 |
| -2.28% | Jun 20, 2025 | 6 | Jun 30, 2025 | 2 | Jul 2, 2025 | 8 |
| -2.27% | Dec 4, 2024 | 11 | Dec 19, 2024 | 26 | Jan 30, 2025 | 37 |
| -2.22% | Apr 1, 2024 | 11 | Apr 16, 2024 | 10 | Apr 30, 2024 | 21 |
| -2.18% | Mar 6, 2018 | 14 | Mar 26, 2018 | 41 | May 23, 2018 | 55 |
| -1.92% | Dec 15, 2023 | 2 | Dec 19, 2023 | 24 | Jan 25, 2024 | 26 |
| -1.91% | Dec 3, 2018 | 14 | Dec 24, 2018 | 13 | Jan 14, 2019 | 27 |
| -1.85% | Feb 1, 2024 | 5 | Feb 8, 2024 | 7 | Feb 20, 2024 | 12 |
| -1.74% | Sep 9, 2019 | 7 | Sep 18, 2019 | 12 | Oct 4, 2019 | 19 |
| -1.68% | May 27, 2025 | 8 | Jun 6, 2025 | 7 | Jun 17, 2025 | 15 |
| -1.68% | Jan 14, 2019 | 3 | Jan 17, 2019 | 19 | Feb 14, 2019 | 22 |
| -1.59% | Aug 14, 2025 | 55 | Oct 31, 2025 | 11 | Nov 17, 2025 | 66 |
| -1.57% | Mar 3, 2017 | 4 | Mar 9, 2017 | 6 | Mar 17, 2017 | 10 |
| -1.44% | Jul 25, 2024 | 8 | Aug 6, 2024 | 3 | Aug 9, 2024 | 11 |
| -1.41% | May 1, 2025 | 3 | May 6, 2025 | 5 | May 13, 2025 | 8 |