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Performance analysis of Invesco Mortgage Capital (IVR)

Annual Return

Over the past 3 years, IVR has had an average annual return of +8.05%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, IVR has had an average annual return of -10.72%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, IVR has had an average annual return of -11.98%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Jul 1, 2009, IVR has had an average annual return of -3.42%, underperforming the benchmark SPY, which returned +15.23% annual.

202620252024202320222021202020192018201720162015
-0.43%+25.19%+9.42%-14.23%-44.31%-9.28%-73.00%+28.85%-6.82%+34.57%+32.13%-9.77%
201420132012201120102009
+18.53%-14.92%+64.30%-22.87%+12.37%+25.69%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+3.52%-0.45%-2.68%+2.08%-1.74%-1.02%-0.43%
2025+5.08%+3.91%-10.25%-2.27%+0.68%+6.22%+0.61%+3.58%-3.33%+4.14%+8.89%+6.99%+25.19%
2024-0.57%+2.50%+7.19%-7.67%+8.65%+0.85%+1.31%-3.43%+7.07%-9.94%+3.47%+1.41%+9.42%
2023+21.30%-14.71%-11.50%-0.76%-0.09%+11.96%+4.71%-6.32%-11.02%-28.62%+17.25%+15.51%-14.23%
2022-0.59%-18.65%+4.59%-20.27%+2.30%-17.52%+28.05%-10.24%-30.15%+12.13%+12.15%-3.07%-44.31%
2021+22.37%-3.71%+3.08%-0.54%-12.82%+14.71%-9.65%-9.30%+0.96%+2.52%-4.46%-7.33%-9.28%
2020+5.04%-8.06%-76.53%-10.85%+6.99%+35.02%-17.44%-2.28%-9.67%+1.38%+22.97%+1.81%-73.00%
2019+11.19%-1.12%+2.06%+3.29%-5.70%+7.69%+2.24%-8.80%+4.84%+2.81%+3.18%+5.58%+28.85%
2018-8.92%-5.36%+9.35%-0.92%-0%+0.53%+4.34%-2.17%+3.08%-4.68%+3.58%-4.47%-6.82%
2017-0.20%+6.73%+1.79%+5.77%-1.04%+6%-0.48%+2.10%+3.33%+0.52%+2.55%+3.35%+34.57%

Drawdown analysis of Invesco Mortgage Capital (IVR)

The maximum drawdown for the IVR was -92.63%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The current IVR drawdown is -85.45%.

Since Jul 1, 2009 IVR has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 1 time
  • 30% or more: 3 times
  • 20% or more: 3 times
  • 10% or more: 7 times
DepthStartTo BottomBottomTo RecoverEndTotal
-92.63%Feb 20, 2020927Oct 25, 2023OngoingOngoingOngoing
-36.85%Jul 7, 201161Oct 3, 2011197Jul 16, 2012258
-36.19%Mar 26, 2013726Feb 11, 2016118Aug 1, 2016844
-18.39%Apr 14, 201026May 20, 201085Sep 21, 2010111
-15.81%Dec 15, 201736Feb 8, 2018240Jan 24, 2019276
-15.31%Nov 1, 20129Nov 14, 201232Jan 2, 201341
-10.17%Aug 8, 201917Sep 3, 201948Nov 8, 201965
-9.59%Mar 7, 201126Apr 12, 201121May 12, 201147
-9.41%Sep 7, 201621Oct 6, 201688Feb 13, 2017109
-8.78%Sep 18, 200933Nov 4, 20096Nov 12, 200939
-7.05%Jan 30, 201315Feb 21, 201321Mar 22, 201336
-6.91%Oct 19, 201712Nov 6, 201710Nov 20, 201722
-6.82%Dec 23, 200912Jan 12, 201014Feb 2, 201026
-6.16%Apr 24, 201926May 31, 201913Jun 19, 201939
-6.12%Apr 27, 20179May 10, 201721Jun 9, 201730
-5.62%Feb 21, 201712Mar 9, 201714Mar 29, 201726
-5.55%Feb 2, 20106Feb 10, 201014Mar 3, 201020
-5.03%May 19, 201120Jun 17, 201113Jul 7, 201133
-4.60%Feb 4, 201922Mar 7, 201915Mar 28, 201937
-4.35%Dec 7, 201019Jan 4, 20116Jan 12, 201125
-4.30%Sep 22, 201011Oct 7, 201018Nov 2, 201029
-4.10%Oct 4, 20127Oct 15, 20122Oct 17, 20129
-3.47%Jan 18, 20113Jan 21, 20119Feb 3, 201112
-3.46%Sep 14, 20128Sep 26, 20124Oct 2, 201212
-3.42%Nov 17, 20098Nov 30, 20095Dec 7, 200913