Performance analysis of Claros Mortgage Trust (CMTG)
Annual Return
Over the past 3 years, CMTG has had an average annual return of -35.87%, underperforming the benchmark SPY, which returned +22.77% annual.
Since Nov 3, 2021, CMTG has had an average annual return of -30.00%, underperforming the benchmark SPY, which returned +12.84% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -19.27% | -32.31% | -64.43% | +2.85% | -1.06% | -1.32% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -10.46% | -12.75% | -0.42% | +10.90% | -7.96% | +1.67% | -19.27% | ||||||
| 2025 | -26.99% | -29.41% | +60.08% | -34.03% | +4.48% | +10.88% | -0% | +29.84% | -10.29% | -3.58% | +4.03% | -8.10% | -32.31% |
| 2024 | -13.86% | -17.55% | +3.51% | -10.87% | -9.30% | +4.81% | +18.58% | -15.88% | -5.11% | -16.03% | +7.95% | -33.42% | -64.43% |
| 2023 | +13.81% | -16.73% | -13.68% | +2.65% | -12.80% | +12.28% | +8.63% | -7.55% | -0.52% | -5.86% | +17.06% | +13.61% | +2.85% |
| 2022 | +7.74% | -2.83% | +1.96% | +0.76% | +15.98% | -14.54% | +14.39% | -10.80% | -29.18% | +36.30% | +8% | -12.74% | -1.06% |
| 2021 | +0.35% | -1.66% | -1.32% |
Drawdown analysis of Claros Mortgage Trust (CMTG)
The maximum drawdown for the CMTG was -87.08%, occurring on Mar 20, 2026. This drawdown has not yet recovered.
The current CMTG drawdown is -84.66%.
Since Nov 3, 2021 CMTG has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.08% | Jun 3, 2022 | 951 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -15.53% | Dec 3, 2021 | 8 | Dec 15, 2021 | 18 | Jan 11, 2022 | 26 |
| -11.91% | Jan 18, 2022 | 24 | Feb 22, 2022 | 32 | Apr 7, 2022 | 56 |
| -10.95% | Apr 25, 2022 | 5 | May 2, 2022 | 6 | May 10, 2022 | 11 |
| -5.32% | Nov 18, 2021 | 6 | Nov 29, 2021 | 3 | Dec 2, 2021 | 9 |
| -3.09% | May 23, 2022 | 5 | May 31, 2022 | 3 | Jun 3, 2022 | 8 |
| -2.58% | Nov 5, 2021 | 5 | Nov 12, 2021 | 2 | Nov 16, 2021 | 7 |
| -2.25% | May 12, 2022 | 1 | May 13, 2022 | 1 | May 16, 2022 | 2 |
| -2.08% | Apr 7, 2022 | 5 | Apr 14, 2022 | 1 | Apr 18, 2022 | 6 |
| -1.40% | May 16, 2022 | 2 | May 18, 2022 | 2 | May 20, 2022 | 4 |
| -1.05% | Jan 12, 2022 | 2 | Jan 14, 2022 | 1 | Jan 18, 2022 | 3 |