Performance analysis of Ellington Residential Mortgage REIT (EARN)
Annual Return
Over the past 3 years, EARN has had an average annual return of -1.56%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, EARN has had an average annual return of -3.85%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, EARN has had an average annual return of +1.57%, underperforming the benchmark SPY, which returned +15.04% annual.
Since May 1, 2013, EARN has had an average annual return of +1.85%, underperforming the benchmark SPY, which returned +14.40% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -8.35% | -5.74% | +24.61% | +2.94% | -24.99% | -11.94% | +36.02% | +17.83% | -3.18% | +3.39% | +19.67% | -12.48% |
| 2014 | 2013 | ||||||||||
| +20.48% | -14.05% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.12% | -8.97% | -7.78% | +8.36% | +2.11% | -5.06% | -1.13% | -8.35% | |||||
| 2025 | +0.30% | -0.15% | -15.15% | +2.40% | +4.40% | +3.74% | +3.13% | -1.03% | -3.15% | -5.14% | +8.06% | -1.29% | -5.74% |
| 2024 | -0.98% | +0.67% | +17.49% | -3.20% | +8.02% | -0.43% | +2.16% | -0.28% | +2.02% | -5.15% | +4.13% | -0.45% | +24.61% |
| 2023 | +16.49% | -0.89% | -4.88% | +2.06% | -5.85% | +6.27% | +2.07% | -8.25% | -4.70% | -13.66% | +16.47% | +2.27% | +2.94% |
| 2022 | +2.43% | -7.60% | +5.71% | -12.01% | -6.16% | -7.47% | +14.86% | -4.01% | -22.63% | +9.70% | +9.87% | -4.55% | -24.99% |
| 2021 | -8.28% | +2.42% | +2.75% | +1.05% | -1.37% | -1.64% | -5.44% | +3.42% | -0.45% | +9.68% | -11.07% | -2.00% | -11.94% |
| 2020 | -0.83% | +1.21% | -48.84% | +68.31% | +6.17% | +11.77% | +7.28% | +2.81% | +0.15% | -4.23% | +14.76% | +9.25% | +36.02% |
| 2019 | +13.98% | +0.86% | +4.10% | -0.68% | -10.07% | +3.86% | +5.57% | -13.82% | +10.51% | +3.14% | +2.48% | -0.13% | +17.83% |
| 2018 | -10.21% | -1.95% | +6.91% | +3.74% | +1.67% | -2.54% | +2.75% | +5.53% | -1.37% | -6.46% | +7.39% | -6.85% | -3.18% |
| 2017 | +0.16% | +11.97% | +3.23% | +3% | -4.70% | +4.62% | +1.16% | -1.35% | +2% | -7.86% | -3.96% | -3.45% | +3.39% |
Drawdown analysis of Ellington Residential Mortgage REIT (EARN)
The maximum drawdown for the EARN was -66.44%, occurring on Mar 24, 2020. Recovery took 88 trading sessions.
The current EARN drawdown is -32.21%.
Since May 1, 2013 EARN has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 3 times
- 20% or more: 5 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.44% | Feb 20, 2020 | 23 | Mar 24, 2020 | 88 | Jul 29, 2020 | 111 |
| -49.93% | Jun 14, 2021 | 334 | Oct 10, 2022 | Ongoing | Ongoing | Ongoing |
| -32.95% | Nov 10, 2014 | 299 | Jan 20, 2016 | 133 | Jul 29, 2016 | 432 |
| -27.80% | Jun 23, 2017 | 155 | Feb 5, 2018 | 508 | Feb 12, 2020 | 663 |
| -27.74% | May 24, 2013 | 61 | Aug 21, 2013 | 253 | Aug 22, 2014 | 314 |
| -12.36% | Aug 1, 2016 | 47 | Oct 6, 2016 | 87 | Feb 10, 2017 | 134 |
| -10.14% | Dec 31, 2020 | 90 | May 12, 2021 | 17 | Jun 7, 2021 | 107 |
| -9.29% | May 8, 2017 | 6 | May 16, 2017 | 27 | Jun 23, 2017 | 33 |
| -8.28% | Sep 16, 2020 | 32 | Oct 30, 2020 | 8 | Nov 11, 2020 | 40 |
| -5.94% | Mar 1, 2017 | 6 | Mar 9, 2017 | 10 | Mar 23, 2017 | 16 |
| -5.41% | Nov 27, 2020 | 11 | Dec 14, 2020 | 9 | Dec 28, 2020 | 20 |
| -4.89% | Sep 8, 2014 | 16 | Sep 30, 2014 | 12 | Oct 16, 2014 | 28 |
| -4.08% | Aug 10, 2020 | 2 | Aug 12, 2020 | 8 | Aug 24, 2020 | 10 |
| -3.28% | Aug 28, 2020 | 9 | Sep 11, 2020 | 1 | Sep 14, 2020 | 10 |
| -2.88% | Nov 11, 2020 | 1 | Nov 12, 2020 | 3 | Nov 17, 2020 | 4 |
| -2.47% | Apr 26, 2017 | 6 | May 4, 2017 | 2 | May 8, 2017 | 8 |
| -2.43% | Aug 24, 2020 | 3 | Aug 27, 2020 | 1 | Aug 28, 2020 | 4 |
| -1.96% | Aug 5, 2020 | 2 | Aug 7, 2020 | 1 | Aug 10, 2020 | 3 |
| -1.87% | Jul 30, 2020 | 3 | Aug 4, 2020 | 1 | Aug 5, 2020 | 4 |
| -1.68% | May 3, 2013 | 8 | May 15, 2013 | 6 | May 23, 2013 | 14 |
| -1.50% | Oct 28, 2014 | 8 | Nov 7, 2014 | 1 | Nov 10, 2014 | 9 |
| -1.44% | Dec 29, 2020 | 1 | Dec 30, 2020 | 1 | Dec 31, 2020 | 2 |
| -0.94% | Sep 14, 2020 | 1 | Sep 15, 2020 | 1 | Sep 16, 2020 | 2 |
| -0.81% | Apr 11, 2017 | 1 | Apr 12, 2017 | 2 | Apr 17, 2017 | 3 |
| -0.80% | Sep 3, 2014 | 1 | Sep 4, 2014 | 2 | Sep 8, 2014 | 3 |