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Performance analysis of Ellington Financial (EFC-P-B)

Annual Return

Over the past 3 years, EFC-P-B has had an average annual return of +17.79%, underperforming the benchmark SPY, which returned +22.77% annual.

Since Dec 14, 2021, EFC-P-B has had an average annual return of +6.98%, underperforming the benchmark SPY, which returned +13.26% annual.

202620252024202320222021
+8.12%+7.75%+26.33%+21.42%-24.50%+0.21%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+3.95%+0.58%-1.39%+3.64%+1.15%+0.04%+8.12%
2025-2.77%+3.21%-0.52%-0.35%-0.54%+0.90%+3.99%+0.56%+1.85%+0.60%-0.33%+1.06%+7.75%
2024+6.16%-0.82%+0.31%+1.62%+4.49%+0.00971%+0.98%+1.59%+3.31%+3.08%+2.63%+0.47%+26.33%
2023+12.31%+3.80%+6.36%-12.39%+5.52%+0.88%+0.37%-0.92%-0.13%+1.59%+1.29%+2.75%+21.42%
2022-2.10%-2.92%-3.30%+4.03%-6.78%-2.90%-3.89%-0.49%-15.12%+8.49%+3.47%-4.28%-24.50%
2021+0.21%+0.21%

Drawdown analysis of Ellington Financial (EFC-P-B)

The maximum drawdown for the EFC-P-B was -33.28%, occurring on Oct 3, 2022. Recovery took 422 trading sessions.

The current EFC-P-B drawdown is -0.56%.

Since Dec 14, 2021 EFC-P-B has experienced the following drawdowns:

  • 30% or more: 1 time
  • 20% or more: 1 time
  • 10% or more: 1 time
DepthStartTo BottomBottomTo RecoverEndTotal
-33.28%Jan 14, 2022179Oct 3, 2022422Jun 7, 2024601
-4.17%Mar 3, 202529Apr 11, 202519May 9, 202548
-3.40%Jan 8, 202515Jan 31, 202520Mar 3, 202535
-3.39%Jul 17, 202413Aug 5, 202420Sep 3, 202433
-2.59%Mar 11, 202614Mar 31, 20265Apr 8, 202619
-2.42%Jun 10, 20245Jun 17, 20244Jun 24, 20249
-2.22%May 12, 202513May 30, 202514Jun 20, 202527
-1.96%Jun 24, 20241Jun 25, 202412Jul 12, 202413
-1.77%Oct 3, 202534Nov 20, 202514Dec 11, 202548
-1.76%Oct 31, 20241Nov 1, 202411Nov 18, 202412
-1.70%Dec 3, 202413Dec 20, 20246Dec 31, 202419
-1.69%Jun 23, 20255Jun 30, 20252Jul 2, 20257
-1.60%Sep 3, 20241Sep 4, 20247Sep 13, 20248
-1.54%Aug 25, 20254Aug 29, 20253Sep 4, 20257
-1.54%Dec 22, 20256Dec 31, 20254Jan 7, 202610
-1.40%Apr 27, 20262Apr 29, 20266May 7, 20268
-1.38%Oct 3, 20242Oct 7, 20249Oct 18, 202411
-1.28%Oct 18, 20244Oct 24, 20244Oct 30, 20248
-0.99%Jan 2, 20253Jan 7, 20251Jan 8, 20254
-0.94%Sep 17, 20241Sep 18, 20241Sep 19, 20242
-0.92%Sep 25, 20243Sep 30, 20243Oct 3, 20246
-0.90%Jul 30, 20251Jul 31, 202512Aug 18, 202513
-0.63%Jan 12, 20266Jan 21, 20262Jan 23, 20268
-0.62%Feb 3, 202611Feb 19, 20265Feb 26, 202616
-0.60%May 19, 20267May 29, 2026OngoingOngoingOngoing