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

Annual Return

Over the past 3 years, CIM-P-D has had an average annual return of +18.85%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, CIM-P-D has had an average annual return of +9.35%, underperforming the benchmark SPY, which returned +13.88% annual.

Since Jan 16, 2019, CIM-P-D has had an average annual return of +9.33%, underperforming the benchmark SPY, which returned +17.18% annual.

20262025202420232022202120202019
+11.64%+2.47%+17.08%+35.85%-18.39%+23.26%-8.00%+14.71%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+2.28%+1.59%-3.46%+9.61%+0.45%+1.08%+11.64%
2025+1.10%+0.80%-5.31%+6.48%-0.61%+0.90%+2.49%+0.12%-0.82%+0.88%+1.58%-4.65%+2.47%
2024+2.53%+1.67%+3.95%-1.90%+2.88%+0.80%+2.09%-0.28%+0.35%+2.76%+1.01%+0.17%+17.08%
2023+16.19%-0.82%-10.85%+6.62%-3.47%+7%+5.52%+2.71%-2.88%-3.26%+13.22%+4.16%+35.85%
2022-0.99%-1.03%+2.82%-3.81%-2.09%-10.70%+5.80%+1.24%-20.86%+5.30%+12.74%-4.29%-18.39%
2021+2.62%+2.20%+6.75%+0.91%+4.73%+3.45%+0.04%+1.53%-1.77%+0.59%-0.62%+0.98%+23.26%
2020+1.26%-2.46%-41.61%+18.28%+4.49%+6.42%+5.70%+5.77%-6.86%+0.97%+19.64%-3.58%-8.00%
2019+3.29%-1.41%+1.94%+1.44%+0.28%+1.98%+0.58%+1.86%+0.54%-0.78%+3.06%+1.11%+14.71%

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

The maximum drawdown for the CIM-P-D was -71.03%, occurring on Mar 24, 2020. Recovery took 254 trading sessions.

The current CIM-P-D drawdown is -0.49%.

Since Jan 16, 2019 CIM-P-D 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: 3 times
DepthStartTo BottomBottomTo RecoverEndTotal
-71.03%Feb 3, 202035Mar 24, 2020254Mar 26, 2021289
-29.05%Nov 8, 2021225Sep 30, 2022291Nov 28, 2023516
-10.29%Mar 4, 202524Apr 7, 202516Apr 30, 202540
-7.33%Feb 19, 202626Mar 27, 20268Apr 9, 202634
-5.08%Nov 28, 202513Dec 17, 202541Feb 18, 202654
-4.24%Mar 28, 202412Apr 16, 202425May 21, 202437
-2.88%Sep 16, 20212Sep 20, 202135Nov 8, 202137
-2.31%Jul 7, 202131Aug 19, 20218Aug 31, 202139
-2.21%Jul 31, 20243Aug 5, 202410Aug 19, 202413
-2.04%Jun 25, 20253Jun 30, 20255Jul 8, 20258
-2.02%Aug 22, 201916Sep 16, 201935Nov 4, 201951
-1.93%Apr 6, 202126May 12, 20212May 14, 202128
-1.92%May 20, 20259Jun 3, 202511Jun 18, 202520
-1.86%Jul 21, 20254Jul 25, 202514Aug 14, 202518
-1.69%Jan 31, 20195Feb 7, 201935Mar 29, 201940
-1.55%Aug 21, 20248Sep 3, 202423Oct 4, 202431
-1.54%Mar 7, 20247Mar 18, 20247Mar 27, 202414
-1.46%Feb 1, 20244Feb 7, 20245Feb 14, 20249
-1.45%Sep 17, 20259Sep 30, 202532Nov 13, 202541
-1.38%Nov 26, 20196Dec 5, 20198Dec 17, 201914
-1.24%Dec 15, 20235Dec 22, 202320Jan 24, 202425
-1.21%May 2, 20252May 6, 20257May 15, 20259
-1.19%Dec 6, 202414Dec 27, 20247Jan 8, 202521
-1.18%May 12, 20265May 19, 20268Jun 1, 202613
-1.17%May 30, 20191May 31, 20192Jun 4, 20193