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

Annual Return

Since Dec 14, 2023, EFC-P-D has had an average annual return of +13.75%, underperforming the benchmark SPY, which returned +22.41% annual.

2026202520242023
-2.29%+8.06%+18.61%+9.78%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+0.96%-0.54%-2.82%-0.30%-0.04%+0.48%-2.29%
2025-2.63%-2.61%+6.37%+0.21%-3.37%+3.40%+0.71%+1.18%+7.63%-2.59%-2.60%+2.81%+8.06%
2024-4.91%+5.64%+3.46%-1.27%+4.02%-4.23%+0.50%+1.87%+5.31%+2.17%-0.57%+5.95%+18.61%
2023+9.78%+9.78%

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

The maximum drawdown for the EFC-P-D was -14.35%, occurring on Apr 9, 2025. Recovery took 112 trading sessions.

The current EFC-P-D drawdown is -7.78%.

Since Dec 14, 2023 EFC-P-D has experienced the following drawdowns:

  • 10% or more: 2 times
DepthStartTo BottomBottomTo RecoverEndTotal
-14.35%Jan 28, 202550Apr 9, 2025112Sep 19, 2025162
-12.02%Jun 20, 20246Jun 28, 2024108Dec 2, 2024114
-8.85%Oct 1, 2025164May 28, 2026OngoingOngoingOngoing
-7.69%Apr 4, 202410Apr 18, 202430May 31, 202440
-6.25%Jan 14, 20252Jan 16, 20257Jan 28, 20259
-5.73%Dec 26, 202324Jan 31, 202434Mar 20, 202458
-5.36%Mar 27, 20243Apr 2, 20242Apr 4, 20245
-4.91%Jun 5, 20242Jun 7, 20244Jun 13, 20246
-4.17%Dec 5, 20247Dec 16, 20244Dec 20, 202411
-3.47%Sep 26, 20251Sep 29, 20252Oct 1, 20253
-2.73%Dec 2, 20241Dec 3, 20242Dec 5, 20243
-2.07%Dec 30, 20248Jan 13, 20251Jan 14, 20259
-0.91%Mar 20, 20241Mar 21, 20244Mar 27, 20245
-0.90%Dec 14, 20233Dec 19, 20232Dec 21, 20235
-0.29%Jun 13, 20241Jun 14, 20243Jun 20, 20244
-0.12%Dec 26, 20241Dec 27, 20241Dec 30, 20242