Performance analysis of Annaly Capital Management (NLY-P-F)
Annual Return
Over the past 3 years, NLY-P-F has had an average annual return of +10.42%, underperforming the benchmark SPY, which returned +18.95% annual.
Over the past 5 years, NLY-P-F has had an average annual return of +9.18%, underperforming the benchmark SPY, which returned +12.38% annual.
Since Jul 26, 2017, NLY-P-F has had an average annual return of +8.76%, underperforming the benchmark SPY, which returned +14.70% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.52% | +8.55% | +13.31% | +14.09% | +2.78% | +8.48% | +5.18% | +11.74% | +2.70% | +6.84% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.61% | +0.27% | -0.96% | +3.26% | +0.27% | -0.18% | +1.18% | +5.52% | |||||
| 2025 | -0.51% | +1.48% | +0.53% | -1.26% | +1.15% | +1.17% | +3.06% | -0.73% | +0.45% | +0.43% | +0.87% | +1.66% | +8.55% |
| 2024 | +1.51% | +0.95% | +0.04% | +0.71% | +2.14% | +1.27% | +0.47% | +1.26% | +0.27% | +2.01% | -0.16% | +2.12% | +13.31% |
| 2023 | +1.93% | +3.21% | -5.71% | +5.64% | +1.18% | +3.25% | +0.16% | +3.10% | -0.94% | -4.30% | +5.84% | +0.60% | +14.09% |
| 2022 | -2.66% | -2.47% | +1.93% | +2.14% | +0.22% | -8.55% | +8.19% | +1.46% | -1.16% | +1.09% | +3.53% | -0.08% | +2.78% |
| 2021 | -1.23% | +0.13% | +1.87% | +1.28% | +2.67% | +2.07% | +0.04% | -0.09% | +0.78% | -1.89% | +0.37% | +2.28% | +8.48% |
| 2020 | +1.08% | -3.16% | -28.63% | +26.87% | -1.40% | -4.09% | +7.52% | +4.70% | -2.39% | -0.04% | +6.90% | +6.86% | +5.18% |
| 2019 | +1.98% | +1.21% | +1.95% | +0.12% | -0.22% | +0.99% | +1.26% | +1.49% | +0.32% | +1.12% | -0.14% | +1.10% | +11.74% |
| 2018 | -1.82% | -0.77% | +2.55% | -0.66% | +1.63% | +0.87% | +0.38% | +2.39% | -0.51% | -1.53% | +0.86% | -0.61% | +2.70% |
| 2017 | +0% | +1.53% | +1.98% | +2.61% | -0.29% | +0.86% | +6.84% |
Drawdown analysis of Annaly Capital Management (NLY-P-F)
The maximum drawdown for the NLY-P-F was -57.76%, occurring on Mar 18, 2020. Recovery took 192 trading sessions.
The current NLY-P-F drawdown is -0.39%.
Since Jul 26, 2017 NLY-P-F has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.76% | Feb 13, 2020 | 23 | Mar 18, 2020 | 192 | Dec 18, 2020 | 215 |
| -10.48% | Sep 9, 2022 | 30 | Oct 21, 2022 | 14 | Nov 10, 2022 | 44 |
| -10.39% | Dec 31, 2021 | 123 | Jun 29, 2022 | 49 | Sep 8, 2022 | 172 |
| -7.12% | Aug 31, 2023 | 40 | Oct 27, 2023 | 23 | Nov 30, 2023 | 63 |
| -6.34% | Mar 25, 2025 | 13 | Apr 11, 2025 | 52 | Jun 27, 2025 | 65 |
| -6.25% | Mar 6, 2023 | 7 | Mar 15, 2023 | 50 | May 25, 2023 | 57 |
| -3.86% | Aug 29, 2018 | 80 | Dec 24, 2018 | 20 | Jan 24, 2019 | 100 |
| -3.70% | Dec 27, 2017 | 30 | Feb 9, 2018 | 76 | May 31, 2018 | 106 |
| -2.65% | Dec 31, 2020 | 6 | Jan 11, 2021 | 9 | Jan 25, 2021 | 15 |
| -2.47% | Aug 16, 2021 | 43 | Oct 15, 2021 | 53 | Dec 31, 2021 | 96 |
| -2.35% | Jun 17, 2019 | 6 | Jun 25, 2019 | 19 | Jul 23, 2019 | 25 |
| -2.09% | Sep 16, 2025 | 7 | Sep 25, 2025 | 48 | Dec 3, 2025 | 55 |
| -2.04% | Feb 17, 2026 | 28 | Mar 27, 2026 | 8 | Apr 9, 2026 | 36 |
| -1.97% | Jan 2, 2025 | 6 | Jan 13, 2025 | 12 | Jan 30, 2025 | 18 |
| -1.95% | Jul 1, 2021 | 7 | Jul 13, 2021 | 14 | Aug 2, 2021 | 21 |
| -1.91% | Jul 25, 2023 | 7 | Aug 3, 2023 | 5 | Aug 10, 2023 | 12 |
| -1.77% | Jan 25, 2021 | 2 | Jan 27, 2021 | 28 | Mar 9, 2021 | 30 |
| -1.62% | Jul 20, 2018 | 8 | Aug 1, 2018 | 14 | Aug 21, 2018 | 22 |
| -1.60% | Nov 30, 2022 | 6 | Dec 8, 2022 | 12 | Dec 27, 2022 | 18 |
| -1.47% | Oct 19, 2017 | 7 | Oct 30, 2017 | 25 | Dec 5, 2017 | 32 |
| -1.42% | Jul 29, 2019 | 7 | Aug 7, 2019 | 11 | Aug 22, 2019 | 18 |
| -1.38% | Sep 25, 2019 | 3 | Sep 30, 2019 | 22 | Oct 30, 2019 | 25 |
| -1.37% | May 24, 2019 | 4 | May 31, 2019 | 2 | Jun 4, 2019 | 6 |
| -1.36% | Apr 28, 2021 | 2 | Apr 30, 2021 | 17 | May 25, 2021 | 19 |
| -1.33% | Jan 25, 2019 | 2 | Jan 29, 2019 | 5 | Feb 5, 2019 | 7 |