Performance analysis of Orchid Island Capital (ORC)
Annual Return
Over the past 3 years, ORC has had an average annual return of +3.93%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, ORC has had an average annual return of -9.12%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, ORC has had an average annual return of -3.29%, underperforming the benchmark SPY, which returned +15.45% annual.
Since Feb 14, 2013, ORC has had an average annual return of -1.25%, underperforming the benchmark SPY, which returned +14.73% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -1.01% | +12.52% | +9.93% | -3.06% | -41.51% | +0.14% | +5.26% | +6.86% | -20.33% | +1.13% | +28.20% | -9.78% |
| 2014 | 2013 | ||||||||||
| +18.17% | -1.75% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +9.99% | -3.07% | -3.90% | +1.42% | -2.13% | -2.66% | -1.01% | ||||||
| 2025 | +8.86% | +3.83% | -10.65% | -3.32% | -2.79% | +4.38% | +1.01% | +3.16% | +0.99% | +4.85% | +1.66% | +1.24% | +12.52% |
| 2024 | -3.95% | +9.31% | +5.25% | -5.40% | +3.47% | -0.47% | -2.15% | +3.48% | +1.71% | -6.45% | +4.49% | +1.42% | +9.93% |
| 2023 | +17.66% | -5.50% | -4.11% | +1.22% | -5.36% | +5.43% | +2.19% | -6.44% | -9.57% | -24.73% | +19.26% | +15.98% | -3.06% |
| 2022 | -9.18% | -17.03% | +0.13% | -13.12% | +13.88% | -7.19% | +14.56% | -11.05% | -38.17% | +24.76% | +9.46% | -1.87% | -41.51% |
| 2021 | +0.25% | +12.11% | +6.03% | -7.39% | +0.63% | -3.94% | -3.41% | +2.74% | -1.30% | +2.76% | -7.62% | +0.96% | +0.14% |
| 2020 | +4.61% | -3.85% | -47.12% | +35.36% | +7.21% | +14.28% | +10.42% | +0.67% | -0.69% | +4.90% | +4.31% | -1.21% | +5.26% |
| 2019 | +9.85% | -2.61% | -0.29% | +1.05% | -6.25% | +5.92% | -1.53% | -11.02% | +7.39% | -1.73% | +3.42% | +4.40% | +6.86% |
| 2018 | -17.17% | -3.72% | +3.77% | -3.85% | +6.56% | +3.26% | +9.31% | -1.35% | -7.68% | -8.66% | +4.74% | -4.44% | -20.33% |
| 2017 | +10.50% | -15.82% | +3.15% | +7.46% | -3.88% | -0.50% | -1.93% | +2.94% | +6.82% | -0.88% | -3.43% | -0.65% | +1.13% |
Drawdown analysis of Orchid Island Capital (ORC)
The maximum drawdown for the ORC was -75.69%, occurring on Mar 18, 2020. This drawdown has not yet recovered.
The current ORC drawdown is -46.08%.
Since Feb 14, 2013 ORC has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 2 times
- 20% or more: 3 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.69% | Feb 13, 2017 | 778 | Mar 18, 2020 | Ongoing | Ongoing | Ongoing |
| -42.94% | May 12, 2015 | 51 | Jul 24, 2015 | 358 | Dec 22, 2016 | 409 |
| -27.14% | Feb 14, 2013 | 99 | Jul 9, 2013 | 124 | Jan 3, 2014 | 223 |
| -11.67% | Mar 14, 2014 | 10 | Mar 28, 2014 | 42 | May 29, 2014 | 52 |
| -11.56% | Oct 23, 2014 | 37 | Dec 16, 2014 | 43 | Feb 19, 2015 | 80 |
| -10.37% | Jan 13, 2014 | 4 | Jan 17, 2014 | 38 | Mar 14, 2014 | 42 |
| -8.60% | Sep 9, 2014 | 17 | Oct 2, 2014 | 11 | Oct 17, 2014 | 28 |
| -5.27% | Feb 19, 2015 | 3 | Feb 24, 2015 | 32 | Apr 10, 2015 | 35 |
| -4.92% | Jul 29, 2014 | 2 | Jul 31, 2014 | 7 | Aug 11, 2014 | 9 |
| -3.41% | Apr 23, 2015 | 9 | May 6, 2015 | 4 | May 12, 2015 | 13 |
| -2.80% | Aug 13, 2014 | 10 | Aug 27, 2014 | 8 | Sep 9, 2014 | 18 |
| -2.16% | Jan 11, 2017 | 1 | Jan 12, 2017 | 5 | Jan 20, 2017 | 6 |
| -2.08% | Jan 27, 2017 | 3 | Feb 1, 2017 | 3 | Feb 6, 2017 | 6 |
| -1.53% | Dec 22, 2016 | 3 | Dec 28, 2016 | 3 | Jan 3, 2017 | 6 |
| -1.41% | Jan 6, 2014 | 1 | Jan 7, 2014 | 3 | Jan 10, 2014 | 4 |
| -1.28% | Oct 21, 2014 | 1 | Oct 22, 2014 | 1 | Oct 23, 2014 | 2 |
| -1.11% | Aug 11, 2014 | 1 | Aug 12, 2014 | 1 | Aug 13, 2014 | 2 |
| -1.07% | Jun 2, 2014 | 1 | Jun 3, 2014 | 2 | Jun 5, 2014 | 3 |
| -0.85% | Jun 6, 2014 | 4 | Jun 12, 2014 | 4 | Jun 18, 2014 | 8 |
| -0.68% | Jul 2, 2014 | 3 | Jul 8, 2014 | 4 | Jul 14, 2014 | 7 |
| -0.64% | Apr 20, 2015 | 1 | Apr 21, 2015 | 1 | Apr 22, 2015 | 2 |
| -0.54% | Jun 23, 2014 | 3 | Jun 26, 2014 | 3 | Jul 1, 2014 | 6 |
| -0.53% | Jan 4, 2017 | 1 | Jan 5, 2017 | 3 | Jan 10, 2017 | 4 |
| -0.44% | Jul 23, 2014 | 2 | Jul 25, 2014 | 1 | Jul 28, 2014 | 3 |
| -0.29% | Apr 14, 2015 | 1 | Apr 15, 2015 | 1 | Apr 16, 2015 | 2 |