Performance analysis of Annaly Capital Management (NLY-P-I)
Annual Return
Over the past 3 years, NLY-P-I has had an average annual return of +12.44%, underperforming the benchmark SPY, which returned +18.95% annual.
Over the past 5 years, NLY-P-I has had an average annual return of +7.75%, underperforming the benchmark SPY, which returned +12.38% annual.
Since Jun 21, 2019, NLY-P-I has had an average annual return of +8.36%, underperforming the benchmark SPY, which returned +15.52% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.80% | +9.13% | +15.31% | +16.45% | -9.51% | +10.67% | +5.69% | +8.71% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.23% | -0.12% | -1.05% | +3.35% | +0.27% | +1.45% | +0.63% | +4.80% | |||||
| 2025 | -0.70% | +0.86% | +1.36% | -1.73% | +1.76% | +1.04% | +2.78% | -0.81% | +1.05% | +0.31% | +0.79% | +2.14% | +9.13% |
| 2024 | +2.84% | +1.04% | +0.04% | +1.05% | +1.95% | +1.83% | +0.43% | +0.45% | +0.79% | +1.85% | -0.11% | +2.20% | +15.31% |
| 2023 | +3.98% | +6.76% | -7.99% | +6.55% | -0.87% | +0.68% | -1.02% | +7.12% | -2.82% | -2.69% | +6.54% | +0.37% | +16.45% |
| 2022 | -3.92% | -3.13% | +1.90% | +0.07% | -0.64% | -10.06% | +8.46% | +0.74% | -6.74% | -4.28% | +12.31% | -2.62% | -9.51% |
| 2021 | -1.49% | -0.51% | +2.89% | +2.01% | +0.85% | +2.99% | -0.33% | +0.80% | +1.87% | -1.31% | -1.90% | +4.53% | +10.67% |
| 2020 | +0.39% | -2.41% | -28.90% | +26.11% | -0.93% | -3.16% | +6.95% | +5.72% | -2.30% | -1.83% | +7.33% | +7.76% | +5.69% |
| 2019 | +0.73% | +3.21% | +0.49% | +1.69% | +0.55% | -0.11% | +1.88% | +8.71% |
Drawdown analysis of Annaly Capital Management (NLY-P-I)
The maximum drawdown for the NLY-P-I was -53.79%, occurring on Mar 18, 2020. Recovery took 183 trading sessions.
The current NLY-P-I drawdown is -0.35%.
Since Jun 21, 2019 NLY-P-I has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.79% | Jan 17, 2020 | 41 | Mar 18, 2020 | 183 | Dec 7, 2020 | 224 |
| -24.32% | Dec 31, 2021 | 204 | Oct 24, 2022 | 86 | Feb 28, 2023 | 290 |
| -9.83% | Feb 28, 2023 | 19 | Mar 27, 2023 | 101 | Aug 21, 2023 | 120 |
| -7.95% | Sep 18, 2023 | 30 | Oct 30, 2023 | 22 | Nov 30, 2023 | 52 |
| -6.02% | Mar 26, 2025 | 12 | Apr 11, 2025 | 47 | Jun 20, 2025 | 59 |
| -3.64% | Sep 30, 2021 | 12 | Oct 18, 2021 | 52 | Dec 31, 2021 | 64 |
| -3.47% | Jan 5, 2021 | 5 | Jan 12, 2021 | 38 | Mar 9, 2021 | 43 |
| -2.17% | Sep 25, 2019 | 7 | Oct 4, 2019 | 32 | Nov 19, 2019 | 39 |
| -2.01% | Jan 22, 2026 | 47 | Mar 31, 2026 | 9 | Apr 14, 2026 | 56 |
| -1.73% | Jul 2, 2021 | 10 | Jul 19, 2021 | 19 | Aug 13, 2021 | 29 |
| -1.57% | Aug 13, 2021 | 4 | Aug 19, 2021 | 16 | Sep 13, 2021 | 20 |
| -1.57% | Sep 17, 2021 | 7 | Sep 28, 2021 | 2 | Sep 30, 2021 | 9 |
| -1.50% | Jan 30, 2025 | 1 | Jan 31, 2025 | 16 | Feb 25, 2025 | 17 |
| -1.48% | Dec 31, 2024 | 7 | Jan 13, 2025 | 8 | Jan 24, 2025 | 15 |
| -1.47% | Sep 13, 2024 | 6 | Sep 23, 2024 | 28 | Oct 31, 2024 | 34 |
| -1.42% | Apr 28, 2021 | 11 | May 13, 2021 | 11 | May 28, 2021 | 22 |
| -1.40% | Sep 17, 2025 | 7 | Sep 26, 2025 | 45 | Dec 1, 2025 | 52 |
| -1.35% | Apr 8, 2024 | 8 | Apr 18, 2024 | 11 | May 3, 2024 | 19 |
| -1.18% | Nov 19, 2019 | 7 | Nov 29, 2019 | 11 | Dec 16, 2019 | 18 |
| -1.16% | Jun 27, 2024 | 27 | Aug 6, 2024 | 2 | Aug 8, 2024 | 29 |
| -1.05% | Aug 2, 2019 | 3 | Aug 7, 2019 | 8 | Aug 19, 2019 | 11 |
| -1.04% | Dec 18, 2019 | 12 | Jan 7, 2020 | 8 | Jan 17, 2020 | 20 |
| -0.96% | Aug 26, 2025 | 3 | Aug 29, 2025 | 1 | Sep 2, 2025 | 4 |
| -0.95% | Dec 2, 2024 | 8 | Dec 12, 2024 | 6 | Dec 20, 2024 | 14 |
| -0.94% | Mar 9, 2021 | 11 | Mar 24, 2021 | 5 | Mar 31, 2021 | 16 |