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Performance analysis of Chimera Investment (CIM-P-C)

Annual Return

Over the past 3 years, CIM-P-C has had an average annual return of +18.16%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, CIM-P-C has had an average annual return of +7.36%, underperforming the benchmark SPY, which returned +13.88% annual.

Since Sep 14, 2018, CIM-P-C has had an average annual return of +7.85%, underperforming the benchmark SPY, which returned +14.90% annual.

202620252024202320222021202020192018
+11.75%+0.68%+26.84%+28%-24.95%+23.81%-8.26%+14.19%+0.81%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+2.96%+0.13%-8.08%+16.03%+1.70%-0.07%+11.75%
2025+0.04%+1.94%-2.63%+2.84%-1.73%+1.31%+1.46%+1.53%+1.46%-4.11%+0.68%-1.86%+0.68%
2024+2.76%+3.98%-1.35%+1.37%+9.96%+0.36%-1.03%+4%+0.16%+0.93%+3.15%+0.21%+26.84%
2023+19.07%+0.51%-4.04%-0.31%-4.80%+9.94%+2.41%+2.92%-10.34%-4.55%+12.37%+5.39%+28%
2022-0.52%-1.25%+0.93%-3.24%-4.57%-10.05%+10.10%-3.83%-20.19%+4.10%+11.36%-6.99%-24.95%
2021+4.17%+1.54%+5.53%+0.92%+5.54%+3.60%-0.12%+2.94%-1.39%-0.27%-0.08%-0.51%+23.81%
2020+1.27%+0.83%-43.07%+19.25%+3.97%+3.34%+5.67%+5.10%-5.94%+2.12%+18.73%-2.74%-8.26%
2019+1.22%+1.39%+1.38%+1.79%-0.87%+1.74%+0.44%+2.74%-1.33%+0%+3.34%+1.61%+14.19%
2018+1.05%+2.11%-1.18%-1.13%+0.81%

Drawdown analysis of Chimera Investment (CIM-P-C)

The maximum drawdown for the CIM-P-C was -70.71%, occurring on Mar 24, 2020. Recovery took 248 trading sessions.

The current CIM-P-C drawdown is -1.64%.

Since Sep 14, 2018 CIM-P-C has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 1 time
  • 30% or more: 2 times
  • 20% or more: 2 times
  • 10% or more: 4 times
DepthStartTo BottomBottomTo RecoverEndTotal
-70.71%Jan 24, 202041Mar 24, 2020248Mar 18, 2021289
-32.19%Sep 1, 2021272Sep 30, 2022353Feb 28, 2024625
-10.72%Sep 8, 2025141Mar 31, 202610Apr 15, 2026151
-10.67%Mar 5, 202523Apr 7, 202555Jun 26, 202578
-4.03%Nov 19, 202424Dec 24, 202439Feb 24, 202563
-3.92%Apr 9, 202413Apr 26, 20249May 9, 202422
-3.77%Oct 31, 201836Dec 24, 201842Feb 26, 201978
-3.66%Oct 17, 202410Oct 31, 20246Nov 8, 202416
-3.53%Jul 26, 20246Aug 5, 20248Aug 15, 202414
-2.91%Jul 22, 20253Jul 25, 202526Sep 2, 202529
-2.82%Apr 15, 202112May 3, 20212May 5, 202114
-2.55%Sep 6, 20245Sep 13, 20244Sep 19, 20249
-2.54%Jul 24, 20195Jul 31, 201917Aug 23, 201922
-2.51%May 31, 20246Jun 10, 202412Jun 27, 202418
-2.32%Jul 8, 202118Aug 3, 202118Aug 27, 202136
-2.19%Oct 3, 20243Oct 8, 20245Oct 15, 20248
-2.02%Aug 29, 201910Sep 13, 201938Nov 6, 201948
-1.87%Nov 27, 20195Dec 5, 20196Dec 13, 201911
-1.83%Feb 28, 202421Mar 28, 20241Apr 1, 202422
-1.82%Jul 10, 20251Jul 11, 20255Jul 18, 20256
-1.78%May 12, 20266May 20, 2026OngoingOngoingOngoing
-1.44%Jun 26, 20252Jun 30, 20256Jul 9, 20258
-1.42%May 16, 201910May 31, 20193Jun 5, 201913
-1.38%Sep 20, 20241Sep 23, 20246Oct 1, 20247
-1.34%Nov 13, 20194Nov 19, 20196Nov 27, 201910