Performance analysis of Ellington Financial (EFC)
Annual Return
Over the past 3 years, EFC has had an average annual return of +11.72%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, EFC has had an average annual return of +6.65%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, EFC has had an average annual return of +9.32%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Oct 8, 2010, EFC has had an average annual return of +9.26%, underperforming the benchmark SPY, which returned +14.44% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.87% | +26.03% | +8.72% | +18.15% | -18.32% | +26.34% | -9.83% | +32.42% | +17.30% | +4.35% | +3.50% | -4.56% |
| 2014 | 2013 | 2012 | 2011 | 2010 | |||||||
| +0.15% | +18.12% | +46.98% | -13.03% | +5.93% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.42% | -2.34% | -3.54% | +12.91% | +3.40% | +1.25% | -1.47% | +4.87% | |||||
| 2025 | +4.70% | +15.29% | -6.69% | -0.75% | -2.53% | +4.37% | -1.31% | +8.51% | -3.89% | +3.62% | +3.83% | +0.08% | +26.03% |
| 2024 | -2.79% | -5.93% | +5.41% | -2.05% | +7.08% | +0.74% | +6.13% | +4.65% | -0.99% | -5.20% | +3.31% | -0.89% | +8.72% |
| 2023 | +12.23% | -5.17% | -3.95% | +5.83% | -0.61% | +11.25% | -0.95% | +0.00354% | -5.59% | -2.30% | +9.31% | -1.08% | +18.15% |
| 2022 | +4.87% | +0.29% | +1.30% | -7.95% | -3.40% | -4.32% | +10.42% | -7.60% | -21.54% | +19% | +3.07% | -8.23% | -18.32% |
| 2021 | +1.47% | +5.75% | +2.47% | +12.92% | +6.08% | +2.23% | -4.28% | +2.70% | -0.43% | +0.21% | -8.06% | +4.04% | +26.34% |
| 2020 | +0.49% | -8.73% | -64.55% | +83.30% | -1.07% | +16.37% | +0.57% | +6.70% | -0.89% | +0.56% | +18.44% | +3.75% | -9.83% |
| 2019 | +7.89% | +3.02% | +8.49% | +1.56% | -3.06% | +4.39% | -1.96% | +0.74% | +4.24% | +2.72% | -0.93% | +1.99% | +32.42% |
| 2018 | +0.55% | -0.41% | +4.88% | +0.74% | +9.59% | -2.07% | +5.57% | +0.57% | -0.99% | -3.94% | +3.30% | -0.97% | +17.30% |
| 2017 | +1.03% | +4.40% | -0.56% | +4.10% | +3.38% | -2.29% | -0.68% | +1.28% | -0.38% | -3.23% | +0.52% | -2.94% | +4.35% |
Drawdown analysis of Ellington Financial (EFC)
The maximum drawdown for the EFC was -79.08%, occurring on Mar 24, 2020. Recovery took 259 trading sessions.
The current EFC drawdown is -2.19%.
Since Oct 8, 2010 EFC has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 4 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -79.08% | Feb 20, 2020 | 23 | Mar 24, 2020 | 259 | Apr 5, 2021 | 282 |
| -34.16% | Oct 12, 2021 | 250 | Oct 10, 2022 | 466 | Aug 19, 2024 | 716 |
| -28.27% | Feb 28, 2011 | 152 | Oct 4, 2011 | 172 | Jun 11, 2012 | 324 |
| -26.90% | Aug 29, 2014 | 352 | Jan 25, 2016 | 626 | Jul 19, 2018 | 978 |
| -18.87% | Feb 28, 2025 | 29 | Apr 10, 2025 | 85 | Aug 13, 2025 | 114 |
| -17.68% | Jan 16, 2026 | 43 | Mar 20, 2026 | 32 | May 6, 2026 | 75 |
| -15.27% | May 7, 2013 | 41 | Jul 5, 2013 | 151 | Feb 10, 2014 | 192 |
| -8.70% | Sep 16, 2024 | 35 | Nov 4, 2024 | 63 | Feb 6, 2025 | 98 |
| -8.34% | Jun 25, 2021 | 12 | Jul 14, 2021 | 63 | Oct 12, 2021 | 75 |
| -7.89% | Jul 12, 2019 | 16 | Aug 5, 2019 | 39 | Sep 30, 2019 | 55 |
| -7.67% | Oct 9, 2012 | 24 | Nov 14, 2012 | 11 | Nov 30, 2012 | 35 |
| -7.16% | Mar 18, 2014 | 14 | Apr 7, 2014 | 33 | May 23, 2014 | 47 |
| -7.11% | Aug 30, 2018 | 77 | Dec 20, 2018 | 22 | Jan 24, 2019 | 99 |
| -6.61% | Aug 22, 2025 | 22 | Sep 24, 2025 | 29 | Nov 4, 2025 | 51 |
| -4.27% | Aug 14, 2012 | 10 | Aug 28, 2012 | 12 | Sep 14, 2012 | 22 |
| -4.17% | May 21, 2019 | 7 | May 31, 2019 | 11 | Jun 17, 2019 | 18 |
| -3.82% | Nov 11, 2019 | 7 | Nov 20, 2019 | 36 | Jan 14, 2020 | 43 |
| -3.63% | Nov 6, 2025 | 2 | Nov 10, 2025 | 1 | Nov 11, 2025 | 3 |
| -3.50% | Jan 21, 2020 | 4 | Jan 27, 2020 | 12 | Feb 12, 2020 | 16 |
| -3.42% | Nov 30, 2012 | 10 | Dec 14, 2012 | 5 | Dec 21, 2012 | 15 |
| -3.36% | Jun 19, 2019 | 6 | Jun 27, 2019 | 10 | Jul 12, 2019 | 16 |
| -3.30% | Jun 14, 2021 | 4 | Jun 18, 2021 | 4 | Jun 24, 2021 | 8 |
| -2.90% | Oct 13, 2010 | 20 | Nov 10, 2010 | 10 | Nov 24, 2010 | 30 |
| -2.89% | Jun 6, 2014 | 22 | Jul 9, 2014 | 23 | Aug 11, 2014 | 45 |
| -2.78% | Jun 12, 2026 | 5 | Jun 22, 2026 | 6 | Jun 30, 2026 | 11 |