Performance analysis of Annaly Capital Management (NLY-P-G)
Annual Return
Over the past 3 years, NLY-P-G has had an average annual return of +9.81%, underperforming the benchmark SPY, which returned +18.95% annual.
Over the past 5 years, NLY-P-G has had an average annual return of +8.19%, underperforming the benchmark SPY, which returned +12.38% annual.
Since Jan 9, 2018, NLY-P-G has had an average annual return of +8.18%, underperforming the benchmark SPY, which returned +14.01% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.39% | +6.86% | +13.53% | +16.99% | -2.81% | +10.35% | +4.88% | +16.10% | +0.21% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.68% | +0.76% | -1.56% | +2.71% | +0.60% | -0.37% | +2.52% | +5.39% | |||||
| 2025 | -0.75% | +1.30% | +0.29% | -2.86% | +1.19% | +2.48% | +3.15% | -0.55% | +1.14% | -0.12% | +0.64% | +0.87% | +6.86% |
| 2024 | +1.86% | +2.14% | -1.48% | +1.86% | +2.43% | +1.43% | -0.47% | +0.96% | +0.60% | +1.51% | -0.35% | +2.34% | +13.53% |
| 2023 | +4.07% | +4.23% | -3.37% | +0.76% | +1.24% | +4.22% | +1.21% | +3.41% | -1.78% | -6.58% | +10.37% | -0.96% | +16.99% |
| 2022 | -2.94% | -6.44% | +2.33% | -0.30% | +2.19% | -13.61% | +10.88% | +2.36% | -5.43% | -3.68% | +14.51% | +0.39% | -2.81% |
| 2021 | -0.20% | +0.80% | +1.77% | +1.09% | +2.94% | +2.40% | +0.42% | +0.22% | -0.66% | -0.62% | -0.45% | +2.29% | +10.35% |
| 2020 | +1.66% | -5.47% | -26.61% | +25.35% | -1.38% | -5.84% | +6.54% | +3.56% | -3.42% | +0.28% | +7.75% | +10.95% | +4.88% |
| 2019 | +2.58% | +2.29% | -0.12% | +2.89% | +0.06% | -0.17% | +3.06% | +0.79% | +1.25% | +3.23% | -1.79% | +1.09% | +16.10% |
| 2018 | -0.57% | -2.74% | +3.69% | -1.60% | +0.07% | +2.49% | +0.04% | +2.33% | -0.97% | -1.53% | +1.62% | -2.40% | +0.21% |
Drawdown analysis of Annaly Capital Management (NLY-P-G)
The maximum drawdown for the NLY-P-G was -61.27%, occurring on Mar 18, 2020. Recovery took 198 trading sessions.
The current NLY-P-G drawdown is -0.04%.
Since Jan 9, 2018 NLY-P-G 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: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.27% | Feb 12, 2020 | 24 | Mar 18, 2020 | 198 | Dec 29, 2020 | 222 |
| -19.44% | Dec 31, 2021 | 121 | Jun 27, 2022 | 138 | Jan 12, 2023 | 259 |
| -10.26% | Aug 31, 2023 | 41 | Oct 30, 2023 | 22 | Nov 30, 2023 | 63 |
| -10.23% | Feb 23, 2023 | 22 | Mar 27, 2023 | 60 | Jun 22, 2023 | 82 |
| -7.85% | Mar 25, 2025 | 13 | Apr 11, 2025 | 44 | Jun 16, 2025 | 57 |
| -5.57% | Sep 5, 2018 | 76 | Dec 24, 2018 | 36 | Feb 15, 2019 | 112 |
| -4.07% | Jan 23, 2018 | 16 | Feb 14, 2018 | 30 | Mar 29, 2018 | 46 |
| -2.98% | Apr 9, 2018 | 26 | May 15, 2018 | 24 | Jun 19, 2018 | 50 |
| -2.71% | Sep 2, 2021 | 31 | Oct 18, 2021 | 52 | Dec 31, 2021 | 83 |
| -2.62% | Jun 17, 2019 | 9 | Jun 28, 2019 | 18 | Jul 25, 2019 | 27 |
| -2.52% | Feb 17, 2026 | 30 | Mar 31, 2026 | 15 | Apr 22, 2026 | 45 |
| -2.36% | Dec 31, 2020 | 7 | Jan 12, 2021 | 4 | Jan 19, 2021 | 11 |
| -2.03% | Jan 18, 2023 | 14 | Feb 7, 2023 | 4 | Feb 13, 2023 | 18 |
| -1.98% | Jun 16, 2026 | 9 | Jun 30, 2026 | 11 | Jul 16, 2026 | 20 |
| -1.91% | Jun 30, 2023 | 3 | Jul 6, 2023 | 5 | Jul 13, 2023 | 8 |
| -1.82% | Jun 24, 2025 | 4 | Jun 30, 2025 | 3 | Jul 3, 2025 | 7 |
| -1.79% | Oct 31, 2019 | 20 | Nov 29, 2019 | 33 | Jan 17, 2020 | 53 |
| -1.79% | Mar 20, 2024 | 6 | Mar 28, 2024 | 22 | Apr 30, 2024 | 28 |
| -1.77% | Nov 30, 2023 | 5 | Dec 7, 2023 | 25 | Jan 16, 2024 | 30 |
| -1.68% | Jan 26, 2021 | 2 | Jan 28, 2021 | 9 | Feb 10, 2021 | 11 |
| -1.68% | Jul 29, 2019 | 7 | Aug 7, 2019 | 10 | Aug 21, 2019 | 17 |
| -1.61% | May 12, 2026 | 3 | May 15, 2026 | 10 | Jun 1, 2026 | 13 |
| -1.60% | Feb 10, 2021 | 10 | Feb 25, 2021 | 5 | Mar 4, 2021 | 15 |
| -1.57% | Dec 4, 2025 | 11 | Dec 19, 2025 | 8 | Jan 2, 2026 | 19 |
| -1.54% | May 7, 2021 | 4 | May 13, 2021 | 6 | May 21, 2021 | 10 |