Performance analysis of AG Mortgage Investment Trust (MITT)
Annual Return
Over the past 3 years, MITT has had an average annual return of +17.15%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, MITT has had an average annual return of +3.72%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, MITT has had an average annual return of -7.34%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jun 30, 2011, MITT has had an average annual return of -2.56%, underperforming the benchmark SPY, which returned +14.19% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -7.32% | +42.98% | +16.99% | +35.62% | -40.68% | +24.18% | -80.68% | +8.95% | -6.37% | +23.42% | +51.32% | -20.76% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +35.02% | -23.29% | +33.36% | +8.49% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.93% | -5.93% | -6.68% | +7.94% | -2.16% | +5.71% | -6.31% | -7.32% | |||||
| 2025 | +3.31% | +10.19% | -0.93% | -10.55% | +6.60% | +11.49% | +0.13% | +0% | -1.45% | -1.37% | +14.56% | +6.97% | +42.98% |
| 2024 | -1.90% | -2.40% | +3.66% | -9.46% | +23.09% | +0.14% | +16.27% | -3.63% | +3.51% | -2.94% | -6.30% | +0.14% | +16.99% |
| 2023 | +27.11% | -5.94% | -6.52% | -3.47% | -0.72% | +14.35% | +7.83% | +0.45% | -13.53% | -9.18% | +5.75% | +23.08% | +35.62% |
| 2022 | +2.63% | -14.07% | +5.26% | -18.40% | +7.25% | -14.49% | +21.93% | -22.12% | -32.67% | +19.49% | +21.76% | -8.21% | -40.68% |
| 2021 | +20% | +25.15% | -7.68% | -1.98% | +7.85% | +1.89% | -14.91% | -0.65% | +7.50% | +1.23% | -10.89% | +1.44% | +24.18% |
| 2020 | +2.79% | -5.55% | -81.70% | +16.42% | -22.88% | +29.68% | -12.54% | -0.34% | -0.74% | -5.43% | +21.86% | -6.32% | -80.68% |
| 2019 | +13.12% | -1.33% | -2.49% | +1.61% | -9.88% | +6.38% | +2.89% | -8.37% | +4.06% | +3.24% | -0.45% | +1.92% | +8.95% |
| 2018 | -8.26% | -6.19% | +9.11% | +1.78% | +6.79% | +2.15% | +3.94% | -3.74% | -0.62% | -4.84% | +4.97% | -9.58% | -6.37% |
| 2017 | +2.39% | +1.94% | +3.78% | +4.98% | -1.69% | +0.70% | +0.60% | +4.67% | +2.82% | -2.23% | +0.64% | +2.91% | +23.42% |
Drawdown analysis of AG Mortgage Investment Trust (MITT)
The maximum drawdown for the MITT was -91.43%, occurring on Oct 10, 2022. This drawdown has not yet recovered.
The current MITT drawdown is -72.30%.
Since Jun 30, 2011 MITT has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 2 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -91.43% | Feb 20, 2020 | 665 | Oct 10, 2022 | Ongoing | Ongoing | Ongoing |
| -39.44% | Mar 4, 2013 | 742 | Feb 11, 2016 | 188 | Nov 8, 2016 | 930 |
| -18.02% | Jul 31, 2018 | 101 | Dec 24, 2018 | 288 | Feb 18, 2020 | 389 |
| -14.84% | Dec 28, 2017 | 41 | Feb 28, 2018 | 57 | May 21, 2018 | 98 |
| -11.74% | Jul 11, 2011 | 88 | Nov 11, 2011 | 23 | Dec 15, 2011 | 111 |
| -11.54% | Oct 5, 2012 | 26 | Nov 14, 2012 | 11 | Nov 30, 2012 | 37 |
| -9.63% | Dec 9, 2016 | 4 | Dec 15, 2016 | 70 | Mar 29, 2017 | 74 |
| -8.11% | Dec 29, 2011 | 13 | Jan 19, 2012 | 50 | Mar 30, 2012 | 63 |
| -6.89% | Apr 27, 2017 | 5 | May 4, 2017 | 29 | Jun 15, 2017 | 34 |
| -5.49% | Oct 19, 2017 | 12 | Nov 6, 2017 | 36 | Dec 28, 2017 | 48 |
| -5.23% | Dec 18, 2012 | 7 | Dec 28, 2012 | 6 | Jan 8, 2013 | 13 |
| -4.45% | Nov 29, 2016 | 3 | Dec 2, 2016 | 3 | Dec 7, 2016 | 6 |
| -4.37% | May 10, 2012 | 5 | May 17, 2012 | 13 | Jun 6, 2012 | 18 |
| -4.21% | Dec 16, 2011 | 2 | Dec 20, 2011 | 6 | Dec 29, 2011 | 8 |
| -4.06% | Jun 26, 2017 | 8 | Jul 7, 2017 | 23 | Aug 9, 2017 | 31 |
| -3.61% | Sep 14, 2012 | 2 | Sep 18, 2012 | 3 | Sep 21, 2012 | 5 |
| -3.42% | Feb 1, 2013 | 13 | Feb 21, 2013 | 5 | Feb 28, 2013 | 18 |
| -3.31% | Jun 19, 2018 | 6 | Jun 27, 2018 | 4 | Jul 3, 2018 | 10 |
| -2.98% | Jul 6, 2012 | 3 | Jul 11, 2012 | 11 | Jul 26, 2012 | 14 |
| -2.68% | Mar 30, 2012 | 6 | Apr 10, 2012 | 4 | Apr 16, 2012 | 10 |
| -2.68% | Apr 16, 2012 | 3 | Apr 19, 2012 | 4 | Apr 25, 2012 | 7 |
| -2.55% | Dec 10, 2012 | 4 | Dec 14, 2012 | 2 | Dec 18, 2012 | 6 |
| -2.52% | Sep 21, 2012 | 3 | Sep 26, 2012 | 4 | Oct 2, 2012 | 7 |
| -2.27% | Aug 3, 2012 | 2 | Aug 7, 2012 | 2 | Aug 9, 2012 | 4 |
| -2.16% | Sep 1, 2017 | 3 | Sep 7, 2017 | 8 | Sep 19, 2017 | 11 |