Performance analysis of Pennymac Mortgage Investment Trust (PMT-P-A)
Annual Return
Over the past 3 years, PMT-P-A has had an average annual return of +8.75%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, PMT-P-A has had an average annual return of +5.58%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Mar 13, 2017, PMT-P-A has had an average annual return of +7.52%, underperforming the benchmark SPY, which returned +15.15% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -1.74% | +11.99% | +5.75% | +18.70% | -9.65% | +13.21% | +3.32% | +20.57% | +2.08% | +8.65% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.12% | -0.54% | -4.66% | +5.82% | -3.90% | +0.77% | -1.74% | ||||||
| 2025 | +2.50% | +6.70% | -1.12% | -3.12% | +6.02% | -5.36% | +2% | +3.45% | +1.52% | -2.72% | +0.96% | +1.25% | +11.99% |
| 2024 | -0.25% | -0.47% | -0.34% | -0.26% | +3.06% | +5.88% | -2.35% | +5.35% | -0.48% | +2.22% | -1.04% | -5.18% | +5.75% |
| 2023 | +10.01% | -0.55% | +1.14% | -1.21% | -0.48% | +0.79% | +3.55% | -3.10% | -3.75% | -3.53% | +9.34% | +6.27% | +18.70% |
| 2022 | -1.66% | +1.03% | +1.13% | +0.46% | -1.00% | -15.28% | +15.10% | -1.95% | -19.05% | +11.95% | +8.57% | -3.89% | -9.65% |
| 2021 | -3.52% | +4.88% | +4.11% | -0.50% | +2.19% | +1.89% | +0.27% | +1.01% | +0.60% | +1.67% | -2.35% | +2.56% | +13.21% |
| 2020 | +1.70% | -4.27% | -34.94% | +21.84% | +15.73% | -5.14% | +12.47% | +4.98% | -7.70% | +1.39% | +7.92% | +2.26% | +3.32% |
| 2019 | +6.19% | +3.16% | +0.63% | -0.07% | +1.24% | +2.47% | +2.71% | +1.64% | +0.15% | +0.52% | +0.85% | -0.45% | +20.57% |
| 2018 | -1.31% | +2.88% | +1.39% | +1.02% | +0.26% | +0.29% | -0.51% | +1.65% | -0.24% | -0.99% | +2.10% | -4.27% | +2.08% |
| 2017 | +2.15% | +0.59% | +2.09% | -0.27% | +0.79% | +0.74% | +0.20% | +0.55% | +0.59% | +0.92% | +8.65% |
Drawdown analysis of Pennymac Mortgage Investment Trust (PMT-P-A)
The maximum drawdown for the PMT-P-A was -70.78%, occurring on Mar 18, 2020. Recovery took 246 trading sessions.
The current PMT-P-A drawdown is -3.88%.
Since Mar 13, 2017 PMT-P-A 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 |
|---|---|---|---|---|---|---|
| -70.78% | Dec 4, 2019 | 71 | Mar 18, 2020 | 246 | Mar 10, 2021 | 317 |
| -24.98% | Mar 15, 2022 | 138 | Sep 30, 2022 | 298 | Dec 7, 2023 | 436 |
| -8.83% | Feb 28, 2025 | 30 | Apr 11, 2025 | 30 | May 27, 2025 | 60 |
| -8.30% | Oct 16, 2024 | 51 | Dec 30, 2024 | 40 | Feb 28, 2025 | 91 |
| -7.95% | Nov 14, 2018 | 26 | Dec 24, 2018 | 6 | Jan 3, 2019 | 32 |
| -6.11% | Feb 24, 2026 | 25 | Mar 31, 2026 | 9 | Apr 14, 2026 | 34 |
| -5.76% | Mar 22, 2024 | 18 | Apr 18, 2024 | 44 | Jun 21, 2024 | 62 |
| -5.40% | May 30, 2025 | 17 | Jun 25, 2025 | 48 | Sep 3, 2025 | 65 |
| -4.87% | Apr 14, 2026 | 30 | May 27, 2026 | Ongoing | Ongoing | Ongoing |
| -4.28% | Jan 19, 2018 | 11 | Feb 5, 2018 | 16 | Feb 28, 2018 | 27 |
| -4.19% | Jan 25, 2022 | 21 | Feb 24, 2022 | 3 | Mar 1, 2022 | 24 |
| -4.09% | Jan 30, 2024 | 6 | Feb 7, 2024 | 28 | Mar 19, 2024 | 34 |
| -3.99% | Sep 17, 2025 | 22 | Oct 17, 2025 | 69 | Jan 28, 2026 | 91 |
| -3.93% | Jun 28, 2024 | 26 | Aug 6, 2024 | 11 | Aug 21, 2024 | 37 |
| -3.45% | Jan 2, 2024 | 11 | Jan 18, 2024 | 8 | Jan 30, 2024 | 19 |
| -3.03% | Oct 29, 2021 | 35 | Dec 20, 2021 | 8 | Dec 31, 2021 | 43 |
| -2.89% | Jul 6, 2018 | 10 | Jul 20, 2018 | 77 | Nov 7, 2018 | 87 |
| -2.57% | Jul 31, 2019 | 5 | Aug 7, 2019 | 11 | Aug 22, 2019 | 16 |
| -2.57% | Dec 31, 2021 | 4 | Jan 6, 2022 | 12 | Jan 25, 2022 | 16 |
| -2.40% | Apr 12, 2021 | 23 | May 13, 2021 | 6 | May 21, 2021 | 29 |
| -2.34% | Jan 4, 2019 | 4 | Jan 10, 2019 | 15 | Feb 1, 2019 | 19 |
| -2.27% | Aug 30, 2019 | 7 | Sep 11, 2019 | 9 | Sep 24, 2019 | 16 |
| -2.05% | Jul 6, 2021 | 30 | Aug 17, 2021 | 31 | Sep 30, 2021 | 61 |
| -2.04% | Mar 1, 2019 | 13 | Mar 20, 2019 | 7 | Mar 29, 2019 | 20 |
| -2.01% | Sep 30, 2019 | 3 | Oct 3, 2019 | 7 | Oct 14, 2019 | 10 |