Performance analysis of Chimera Investment Corporation 9.000 Senior Notes due 2029 (CIMN)
Annual Return
Since May 28, 2024, CIMN has had an average annual return of +10.21%, underperforming the benchmark SPY, which returned +20.56% annual.
| 2026 | 2025 | 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.68% | +10.08% | +6.60% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.75% | -0.20% | -1.31% | +3.34% | +0.76% | -0.64% | +3.68% | ||||||
| 2025 | +1.95% | -0.11% | -0.25% | +0.91% | +1.07% | +0.78% | +1.19% | +1.89% | -0.35% | +1.89% | -0.38% | +1.08% | +10.08% |
| 2024 | +0.97% | +0.93% | +1.64% | +0.63% | +2.15% | +0.27% | -0.51% | +0.36% | +6.60% |
Drawdown analysis of Chimera Investment Corporation 9.000 Senior Notes due 2029 (CIMN)
The maximum drawdown for the CIMN was -3.73%, occurring on Apr 11, 2025. Recovery took 8 trading sessions.
The current CIMN drawdown is -1.46%.
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.73% | Mar 14, 2025 | 20 | Apr 11, 2025 | 8 | Apr 24, 2025 | 28 |
| -2.80% | Feb 23, 2026 | 19 | Mar 20, 2026 | 15 | Apr 13, 2026 | 34 |
| -1.78% | Nov 3, 2025 | 13 | Nov 20, 2025 | 20 | Dec 19, 2025 | 33 |
| -1.73% | Nov 14, 2024 | 3 | Nov 19, 2024 | 42 | Jan 23, 2025 | 45 |
| -1.46% | May 27, 2026 | 5 | Jun 3, 2026 | Ongoing | Ongoing | Ongoing |
| -1.33% | May 5, 2025 | 4 | May 9, 2025 | 27 | Jun 18, 2025 | 31 |
| -1.16% | Sep 13, 2024 | 19 | Oct 10, 2024 | 12 | Oct 28, 2024 | 31 |
| -1.07% | Aug 8, 2024 | 2 | Aug 12, 2024 | 5 | Aug 19, 2024 | 7 |
| -0.99% | May 11, 2026 | 5 | May 18, 2026 | 6 | May 27, 2026 | 11 |
| -0.98% | Jun 6, 2024 | 16 | Jul 1, 2024 | 17 | Jul 25, 2024 | 33 |
| -0.91% | Dec 19, 2025 | 2 | Dec 23, 2025 | 6 | Jan 2, 2026 | 8 |
| -0.87% | Aug 12, 2025 | 2 | Aug 14, 2025 | 8 | Aug 26, 2025 | 10 |
| -0.83% | Aug 26, 2025 | 21 | Sep 25, 2025 | 15 | Oct 16, 2025 | 36 |
| -0.74% | Aug 26, 2024 | 2 | Aug 28, 2024 | 5 | Sep 5, 2024 | 7 |
| -0.68% | Mar 5, 2025 | 5 | Mar 12, 2025 | 2 | Mar 14, 2025 | 7 |
| -0.63% | Feb 4, 2026 | 2 | Feb 6, 2026 | 10 | Feb 23, 2026 | 12 |
| -0.60% | Nov 12, 2024 | 1 | Nov 13, 2024 | 1 | Nov 14, 2024 | 2 |
| -0.56% | Jul 29, 2025 | 2 | Jul 31, 2025 | 2 | Aug 4, 2025 | 4 |
| -0.53% | Apr 24, 2026 | 2 | Apr 28, 2026 | 2 | Apr 30, 2026 | 4 |
| -0.52% | Sep 5, 2024 | 1 | Sep 6, 2024 | 1 | Sep 9, 2024 | 2 |
| -0.52% | Jul 10, 2025 | 2 | Jul 14, 2025 | 6 | Jul 22, 2025 | 8 |
| -0.50% | Jan 2, 2026 | 1 | Jan 5, 2026 | 6 | Jan 13, 2026 | 7 |
| -0.39% | Nov 4, 2024 | 2 | Nov 6, 2024 | 2 | Nov 8, 2024 | 4 |
| -0.39% | Apr 14, 2026 | 2 | Apr 16, 2026 | 5 | Apr 23, 2026 | 7 |
| -0.37% | Aug 1, 2024 | 2 | Aug 5, 2024 | 2 | Aug 7, 2024 | 4 |