Performance analysis of Ellington Financial (EFC-P-A)
Annual Return
Over the past 3 years, EFC-P-A has had an average annual return of +15.63%, underperforming the benchmark SPY, which returned +20.49% annual.
Over the past 5 years, EFC-P-A has had an average annual return of +8.13%, underperforming the benchmark SPY, which returned +12.36% annual.
Since Oct 17, 2019, EFC-P-A has had an average annual return of +8.12%, underperforming the benchmark SPY, which returned +15.58% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.16% | +11.48% | +18.06% | +31.47% | -23.03% | +25.61% | -4.05% | +2.58% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.52% | +0.36% | -0.16% | ||||||||||
| 2025 | +1.36% | +0.20% | +0.75% | -0.16% | -0.09% | +1.68% | +2.32% | +0.63% | +1.40% | +0.67% | -0.60% | +2.81% | +11.48% |
| 2024 | +5.14% | +1.79% | -1.95% | +1.92% | +2.33% | +0.66% | +1.98% | +2.22% | -0.11% | +0.97% | +1.44% | +0.48% | +18.06% |
| 2023 | +17.03% | +2.87% | -5.82% | -4.52% | +7.55% | +8.66% | -2.64% | +1.36% | +2.60% | -1.11% | +1.08% | +2.68% | +31.47% |
| 2022 | -4.89% | -3.38% | +2.53% | -1.02% | -3.52% | -5.26% | -1.48% | +1.08% | -14.77% | +11.89% | +3.47% | -8.11% | -23.03% |
| 2021 | +4.52% | -0.86% | +11.12% | +1.02% | -1.28% | +2.57% | +0.77% | +3.54% | -2.82% | +3.91% | -3.29% | +4.67% | +25.61% |
| 2020 | +2.81% | -6.26% | -56.40% | +82.76% | +0.48% | +3.50% | +5.88% | +5.81% | -5.10% | -1.41% | +12.82% | +1.60% | -4.05% |
| 2019 | +0.56% | +0.55% | +1.45% | +2.58% |
Drawdown analysis of Ellington Financial (EFC-P-A)
The maximum drawdown for the EFC-P-A was -77.01%, occurring on Mar 24, 2020. Recovery took 222 trading sessions.
The current EFC-P-A drawdown is -0.94%.
Since Oct 17, 2019 EFC-P-A 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: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.01% | Feb 13, 2020 | 27 | Mar 24, 2020 | 222 | Feb 9, 2021 | 249 |
| -27.66% | Jan 10, 2022 | 182 | Sep 30, 2022 | 301 | Dec 12, 2023 | 483 |
| -6.20% | Feb 11, 2021 | 11 | Mar 1, 2021 | 7 | Mar 10, 2021 | 18 |
| -6.09% | Apr 3, 2025 | 2 | Apr 7, 2025 | 17 | May 1, 2025 | 19 |
| -4.22% | Nov 19, 2021 | 6 | Nov 30, 2021 | 22 | Dec 31, 2021 | 28 |
| -3.70% | Jul 28, 2021 | 2 | Jul 30, 2021 | 64 | Oct 29, 2021 | 66 |
| -3.65% | Apr 16, 2021 | 18 | May 12, 2021 | 24 | Jun 16, 2021 | 42 |
| -3.46% | Feb 23, 2024 | 10 | Mar 8, 2024 | 37 | May 1, 2024 | 47 |
| -2.26% | Jan 2, 2024 | 2 | Jan 4, 2024 | 10 | Jan 19, 2024 | 12 |
| -2.08% | Dec 19, 2023 | 7 | Dec 29, 2023 | 1 | Jan 2, 2024 | 8 |
| -1.98% | Jun 16, 2021 | 2 | Jun 18, 2021 | 19 | Jul 16, 2021 | 21 |
| -1.77% | Feb 2, 2024 | 8 | Feb 14, 2024 | 3 | Feb 20, 2024 | 11 |
| -1.61% | Jul 16, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
| -1.57% | Nov 4, 2021 | 6 | Nov 12, 2021 | 5 | Nov 19, 2021 | 11 |
| -1.53% | Apr 5, 2021 | 2 | Apr 7, 2021 | 1 | Apr 8, 2021 | 3 |
| -1.50% | Aug 30, 2024 | 6 | Sep 10, 2024 | 8 | Sep 20, 2024 | 14 |
| -1.50% | May 22, 2024 | 4 | May 29, 2024 | 17 | Jun 24, 2024 | 21 |
| -1.50% | Oct 24, 2019 | 10 | Nov 7, 2019 | 15 | Nov 29, 2019 | 25 |
| -1.33% | Apr 8, 2021 | 1 | Apr 9, 2021 | 5 | Apr 16, 2021 | 6 |
| -1.33% | Dec 31, 2021 | 3 | Jan 5, 2022 | 3 | Jan 10, 2022 | 6 |
| -1.30% | Jan 26, 2026 | 3 | Jan 29, 2026 | Ongoing | Ongoing | Ongoing |
| -1.24% | May 12, 2025 | 13 | May 30, 2025 | 13 | Jun 18, 2025 | 26 |
| -1.14% | Aug 1, 2025 | 1 | Aug 4, 2025 | 1 | Aug 5, 2025 | 2 |
| -1.08% | Nov 13, 2024 | 3 | Nov 18, 2024 | 15 | Dec 10, 2024 | 18 |
| -1.05% | Nov 8, 2024 | 2 | Nov 12, 2024 | 1 | Nov 13, 2024 | 3 |