Performance analysis of AG Mortgage Investment Trust (MITT-P-B)
Annual Return
Over the past 3 years, MITT-P-B has had an average annual return of +20.46%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, MITT-P-B has had an average annual return of +7.54%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, MITT-P-B has had an average annual return of +8.30%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Sep 22, 2014, MITT-P-B has had an average annual return of +8.29%, underperforming the benchmark SPY, which returned +13.93% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.60% | +12.78% | +26.76% | +35.23% | -29.76% | +34.14% | -14.09% | +13.37% | +3.38% | +15.07% | +18.13% | -2.73% |
| 2014 | |||||||||||
| +3.07% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.67% | +5.13% | -13.48% | +12.78% | -0.89% | -0.73% | +1.60% | ||||||
| 2025 | +0.57% | +5.58% | -3.09% | -4.21% | +4.71% | -1.95% | +4.08% | +6.14% | -3.56% | -2.01% | +5.41% | +1.25% | +12.78% |
| 2024 | +1.28% | +3.39% | +0% | -2.46% | +3.96% | +1.29% | +6.80% | +3.17% | +7.46% | +1.40% | -1.07% | -0.78% | +26.76% |
| 2023 | +17.33% | -3.51% | -5.48% | +2.10% | -0.52% | +1.50% | +2.15% | +5.21% | -1.77% | -1.86% | +8.80% | +8.73% | +35.23% |
| 2022 | -1.58% | -2.04% | -0.95% | -8.62% | -1.00% | -6.02% | +2.92% | +0.02% | -27.59% | +11.72% | +2.68% | +1.16% | -29.76% |
| 2021 | +0% | +22.99% | +0.71% | +1.65% | +1.60% | +2.05% | +0.16% | +2.52% | -0.88% | +2.20% | -3.54% | +2.40% | +34.14% |
| 2020 | +1.97% | -1.13% | -76.66% | +93.19% | -8.31% | +40.17% | +1.59% | -1.21% | -2.61% | +19.47% | +26.39% | -0.35% | -14.09% |
| 2019 | +6.08% | +2.64% | -0.16% | +0.82% | +2.09% | +0.12% | +1.91% | -0.24% | -1.73% | -1.01% | +1.98% | +0.35% | +13.37% |
| 2018 | -2.52% | +2.68% | +0.89% | +0.36% | +3.15% | +0.51% | -0.63% | +1.89% | -0.59% | -0.35% | +1.11% | -2.98% | +3.38% |
| 2017 | +2.64% | +3.99% | -0.48% | +1.57% | +1.69% | +0.65% | -0.28% | +1.58% | +0.28% | +0.79% | +1.11% | +0.67% | +15.07% |
Drawdown analysis of AG Mortgage Investment Trust (MITT-P-B)
The maximum drawdown for the MITT-P-B was -88.52%, occurring on Apr 3, 2020. Recovery took 224 trading sessions.
The current MITT-P-B drawdown is -4.00%.
Since Sep 22, 2014 MITT-P-B 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 |
|---|---|---|---|---|---|---|
| -88.52% | Feb 11, 2020 | 37 | Apr 3, 2020 | 224 | Feb 24, 2021 | 261 |
| -43.14% | Oct 29, 2021 | 237 | Oct 10, 2022 | 415 | Jun 5, 2024 | 652 |
| -18.49% | Aug 31, 2015 | 113 | Feb 11, 2016 | 48 | Apr 21, 2016 | 161 |
| -15.80% | Oct 18, 2024 | 115 | Apr 7, 2025 | 86 | Aug 11, 2025 | 201 |
| -15.39% | Feb 27, 2026 | 21 | Mar 30, 2026 | Ongoing | Ongoing | Ongoing |
| -6.14% | Sep 5, 2025 | 30 | Oct 17, 2025 | 44 | Dec 19, 2025 | 74 |
| -4.80% | Dec 7, 2018 | 10 | Dec 21, 2018 | 14 | Jan 14, 2019 | 24 |
| -4.52% | Oct 3, 2016 | 54 | Dec 19, 2016 | 34 | Feb 8, 2017 | 88 |
| -4.43% | Feb 25, 2021 | 4 | Mar 3, 2021 | 24 | Apr 7, 2021 | 28 |
| -4.01% | Aug 29, 2019 | 10 | Sep 13, 2019 | 84 | Jan 14, 2020 | 94 |
| -3.77% | May 29, 2015 | 31 | Jul 14, 2015 | 34 | Aug 31, 2015 | 65 |
| -3.39% | Dec 28, 2017 | 21 | Jan 30, 2018 | 24 | Mar 6, 2018 | 45 |
| -3.27% | Jul 31, 2019 | 10 | Aug 14, 2019 | 11 | Aug 29, 2019 | 21 |
| -3.27% | Feb 26, 2015 | 8 | Mar 10, 2015 | 14 | Mar 30, 2015 | 22 |
| -3.21% | Apr 20, 2015 | 15 | May 11, 2015 | 12 | May 28, 2015 | 27 |
| -3.03% | Dec 5, 2014 | 9 | Dec 18, 2014 | 13 | Jan 8, 2015 | 22 |
| -2.31% | Aug 30, 2018 | 42 | Oct 30, 2018 | 21 | Nov 29, 2018 | 63 |
| -2.22% | Aug 1, 2024 | 2 | Aug 5, 2024 | 14 | Aug 23, 2024 | 16 |
| -2.14% | Jan 13, 2015 | 2 | Jan 15, 2015 | 16 | Feb 9, 2015 | 18 |
| -2.11% | Jun 7, 2024 | 5 | Jun 14, 2024 | 18 | Jul 12, 2024 | 23 |
| -2.09% | Feb 28, 2017 | 10 | Mar 14, 2017 | 14 | Apr 3, 2017 | 24 |
| -1.91% | Jan 13, 2026 | 5 | Jan 21, 2026 | 17 | Feb 13, 2026 | 22 |
| -1.76% | May 27, 2016 | 4 | Jun 3, 2016 | 7 | Jun 14, 2016 | 11 |
| -1.62% | Apr 23, 2021 | 14 | May 13, 2021 | 6 | May 21, 2021 | 20 |
| -1.52% | Sep 25, 2024 | 1 | Sep 26, 2024 | 7 | Oct 7, 2024 | 8 |