Performance analysis of AG Mortgage Investment Trust (MITT-P-A)
Annual Return
Over the past 3 years, MITT-P-A has had an average annual return of +19.73%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, MITT-P-A has had an average annual return of +7.48%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, MITT-P-A has had an average annual return of +8.15%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Sep 22, 2014, MITT-P-A has had an average annual return of +8.44%, underperforming the benchmark SPY, which returned +13.93% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.33% | +15.68% | +22.47% | +37.57% | -29.74% | +36.88% | -14.56% | +15.19% | +3.12% | +12.62% | +19.19% | -2.87% |
| 2014 | |||||||||||
| +3.72% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.53% | +3.20% | -9.01% | +8.24% | +1.12% | -1.86% | +0.33% | ||||||
| 2025 | +2.68% | +6.45% | -3.58% | -6.77% | +6.60% | -2.61% | +3.76% | +7.76% | -4.94% | +0.54% | +1.87% | +4.16% | +15.68% |
| 2024 | +0% | +2.02% | +0.49% | -0.67% | +3.26% | +1.88% | +4.89% | +4.12% | +5.81% | +0.22% | -1.21% | -0.08% | +22.47% |
| 2023 | +18.74% | +0.94% | -4.01% | -1.67% | -0.41% | +2.11% | +1.55% | +5.18% | +0.11% | -5.09% | +10.11% | +7.01% | +37.57% |
| 2022 | -0.83% | -2.62% | +0.52% | -9.91% | -1.75% | -6.76% | +4.40% | +3.11% | -26.92% | +14.04% | +2.07% | -4.22% | -29.74% |
| 2021 | +3.66% | +19.77% | +1.60% | +0.46% | +4.46% | -0.01% | -1.29% | +4.62% | -1.18% | +1.89% | -2.39% | +1.90% | +36.88% |
| 2020 | +0.78% | -0.83% | -75.36% | +97.57% | -10.31% | +30.36% | +2.45% | +0% | -2.73% | +20.63% | +23.81% | +0.91% | -14.56% |
| 2019 | +5.29% | +1.92% | +0.03% | +1.86% | +1.23% | +0.51% | +0.85% | +1.22% | -1.67% | +0.91% | +1.15% | +1.06% | +15.19% |
| 2018 | -0.47% | +2.07% | +0.55% | +0.28% | +2.06% | +0.08% | +0.94% | +1.58% | -0.11% | -1.10% | +2.08% | -4.68% | +3.12% |
| 2017 | +2.47% | +2.84% | +0.57% | +0.42% | +1.43% | -0% | +0.67% | +1.43% | +0.32% | +0.99% | +1.83% | -0.98% | +12.62% |
Drawdown analysis of AG Mortgage Investment Trust (MITT-P-A)
The maximum drawdown for the MITT-P-A was -88.78%, occurring on Apr 3, 2020. Recovery took 219 trading sessions.
The current MITT-P-A drawdown is -2.72%.
Since Sep 22, 2014 MITT-P-A has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.78% | Mar 4, 2020 | 22 | Apr 3, 2020 | 219 | Feb 17, 2021 | 241 |
| -40.07% | Nov 11, 2021 | 232 | Oct 14, 2022 | 396 | May 14, 2024 | 628 |
| -16.87% | Feb 28, 2025 | 29 | Apr 10, 2025 | 92 | Aug 22, 2025 | 121 |
| -16.00% | Aug 3, 2015 | 93 | Dec 14, 2015 | 69 | Mar 24, 2016 | 162 |
| -12.18% | Mar 4, 2026 | 14 | Mar 24, 2026 | Ongoing | Ongoing | Ongoing |
| -7.78% | Oct 17, 2024 | 59 | Jan 14, 2025 | 29 | Feb 26, 2025 | 88 |
| -6.96% | Nov 30, 2018 | 14 | Dec 21, 2018 | 25 | Jan 30, 2019 | 39 |
| -5.68% | Aug 29, 2025 | 49 | Nov 7, 2025 | 24 | Dec 12, 2025 | 73 |
| -4.04% | Aug 31, 2016 | 52 | Nov 14, 2016 | 36 | Jan 6, 2017 | 88 |
| -3.63% | Jul 17, 2024 | 12 | Aug 2, 2024 | 16 | Aug 26, 2024 | 28 |
| -3.30% | Dec 20, 2017 | 30 | Feb 5, 2018 | 13 | Feb 23, 2018 | 43 |
| -2.54% | Dec 22, 2025 | 2 | Dec 24, 2025 | 8 | Jan 7, 2026 | 10 |
| -2.50% | Mar 10, 2021 | 4 | Mar 16, 2021 | 5 | Mar 23, 2021 | 9 |
| -2.49% | Jan 20, 2026 | 6 | Jan 28, 2026 | 14 | Feb 18, 2026 | 20 |
| -2.44% | Jun 6, 2024 | 16 | Jul 1, 2024 | 6 | Jul 10, 2024 | 22 |
| -2.26% | Apr 29, 2015 | 8 | May 11, 2015 | 12 | May 28, 2015 | 20 |
| -2.22% | Sep 7, 2018 | 30 | Oct 19, 2018 | 28 | Nov 29, 2018 | 58 |
| -2.13% | Mar 8, 2018 | 19 | Apr 5, 2018 | 38 | May 30, 2018 | 57 |
| -2.12% | Feb 17, 2021 | 1 | Feb 18, 2021 | 1 | Feb 19, 2021 | 2 |
| -2.01% | Apr 14, 2016 | 11 | Apr 29, 2016 | 9 | May 12, 2016 | 20 |
| -2.00% | Feb 12, 2020 | 8 | Feb 25, 2020 | 6 | Mar 4, 2020 | 14 |
| -1.98% | Aug 30, 2019 | 8 | Sep 12, 2019 | 41 | Nov 8, 2019 | 49 |
| -1.93% | Feb 27, 2015 | 7 | Mar 10, 2015 | 12 | Mar 26, 2015 | 19 |
| -1.82% | Feb 25, 2021 | 1 | Feb 26, 2021 | 8 | Mar 10, 2021 | 9 |
| -1.80% | Apr 23, 2021 | 14 | May 13, 2021 | 7 | May 24, 2021 | 21 |