Performance analysis of Ellington Financial (EFC-P-C)
Annual Return
Over the past 3 years, EFC-P-C has had an average annual return of +14.83%, underperforming the benchmark SPY, which returned +22.77% annual.
Since Feb 3, 2023, EFC-P-C has had an average annual return of +10.55%, underperforming the benchmark SPY, which returned +21.68% annual.
| 2026 | 2025 | 2024 | 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.66% | +9.68% | +13.44% | +7.24% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.20% | +1.29% | -3.17% | +3.27% | +1.11% | +0% | +4.66% | ||||||
| 2025 | +1.09% | -0% | +0.75% | -0.48% | -0.93% | +1.76% | +3.29% | +0.32% | +0.47% | +2.30% | -0.67% | +1.47% | +9.68% |
| 2024 | +1.76% | -1.15% | +1.65% | -2.35% | +4.76% | +0.90% | +1.53% | +4.53% | +0.19% | +2.35% | +0.71% | -1.93% | +13.44% |
| 2023 | +0.30% | -11.01% | +3.06% | -1.64% | +4.26% | +3.33% | +2.82% | +2.77% | -5.08% | +2.82% | +6.67% | +7.24% |
Drawdown analysis of Ellington Financial (EFC-P-C)
The maximum drawdown for the EFC-P-C was -15.62%, occurring on May 4, 2023. Recovery took 94 trading sessions.
The current EFC-P-C drawdown is -0.85%.
Since Feb 3, 2023 EFC-P-C has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.62% | Feb 9, 2023 | 58 | May 4, 2023 | 94 | Sep 19, 2023 | 152 |
| -7.60% | Sep 29, 2023 | 21 | Oct 30, 2023 | 26 | Dec 6, 2023 | 47 |
| -6.68% | Mar 20, 2024 | 20 | Apr 18, 2024 | 34 | Jun 6, 2024 | 54 |
| -5.34% | Apr 2, 2025 | 3 | Apr 7, 2025 | 26 | May 14, 2025 | 29 |
| -4.07% | Mar 5, 2026 | 18 | Mar 31, 2026 | 9 | Apr 14, 2026 | 27 |
| -3.72% | May 14, 2025 | 16 | Jun 6, 2025 | 17 | Jul 2, 2025 | 33 |
| -2.90% | Nov 29, 2024 | 12 | Dec 17, 2024 | 8 | Dec 30, 2024 | 20 |
| -2.88% | Feb 13, 2024 | 14 | Mar 5, 2024 | 9 | Mar 18, 2024 | 23 |
| -2.68% | Oct 31, 2024 | 17 | Nov 25, 2024 | 2 | Nov 27, 2024 | 19 |
| -2.59% | Jan 29, 2024 | 8 | Feb 8, 2024 | 3 | Feb 13, 2024 | 11 |
| -2.42% | Dec 30, 2024 | 1 | Dec 31, 2024 | 15 | Jan 24, 2025 | 16 |
| -2.31% | Oct 1, 2024 | 1 | Oct 2, 2024 | 21 | Oct 31, 2024 | 22 |
| -2.29% | Apr 17, 2026 | 1 | Apr 20, 2026 | Ongoing | Ongoing | Ongoing |
| -2.06% | Aug 1, 2024 | 3 | Aug 6, 2024 | 14 | Aug 26, 2024 | 17 |
| -1.96% | Jan 24, 2025 | 31 | Mar 11, 2025 | 15 | Apr 1, 2025 | 46 |
| -1.75% | Aug 4, 2025 | 3 | Aug 7, 2025 | 11 | Aug 22, 2025 | 14 |
| -1.57% | Nov 11, 2025 | 11 | Nov 26, 2025 | 5 | Dec 4, 2025 | 16 |
| -1.49% | Jul 16, 2024 | 11 | Jul 31, 2024 | 1 | Aug 1, 2024 | 12 |
| -1.49% | Sep 19, 2023 | 5 | Sep 26, 2023 | 2 | Sep 28, 2023 | 7 |
| -1.28% | Jun 21, 2024 | 5 | Jun 28, 2024 | 3 | Jul 3, 2024 | 8 |
| -1.17% | Feb 10, 2026 | 2 | Feb 12, 2026 | 10 | Feb 27, 2026 | 12 |
| -1.10% | Oct 8, 2025 | 2 | Oct 10, 2025 | 11 | Oct 27, 2025 | 13 |
| -1.04% | Jul 8, 2025 | 5 | Jul 15, 2025 | 6 | Jul 23, 2025 | 11 |
| -1.02% | Jan 12, 2026 | 5 | Jan 20, 2026 | 6 | Jan 28, 2026 | 11 |
| -1.02% | Dec 4, 2025 | 1 | Dec 5, 2025 | 10 | Dec 19, 2025 | 11 |