Performance analysis of Pennymac Mortgage Investment Trust (PMT-P-B)
Annual Return
Over the past 3 years, PMT-P-B has had an average annual return of +9.29%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, PMT-P-B has had an average annual return of +5.36%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Jun 28, 2017, PMT-P-B has had an average annual return of +7.41%, underperforming the benchmark SPY, which returned +15.26% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| -0.29% | +11.10% | +6.13% | +22.66% | -13.51% | +14.01% | +3.46% | +20.88% | +0.82% | +5.62% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.61% | +0.08% | -6.71% | +8.11% | -3.24% | +0.48% | -0.29% | ||||||
| 2025 | +5.02% | +4.04% | -1.54% | +0.53% | +2.62% | -6.22% | +4.33% | +1.50% | +3.54% | -2.54% | -0.21% | +0.08% | +11.10% |
| 2024 | -0.25% | +0.63% | +0.09% | -2.80% | +4.08% | +5.91% | -2.34% | +4.66% | +1.47% | +0.69% | +1.12% | -6.63% | +6.13% |
| 2023 | +12.50% | +2.96% | -3.60% | +0.65% | -0.30% | +1.20% | +3.02% | -4.04% | -4.26% | -2.13% | +9.86% | +6.30% | +22.66% |
| 2022 | -0.98% | -0.08% | +1.56% | -0.47% | -1.58% | -11.61% | +14.58% | -2.57% | -20.94% | +12.56% | +3.81% | -3.62% | -13.51% |
| 2021 | -1.16% | +3.19% | +3.81% | +0.23% | +2.27% | +4.48% | -0.81% | +2% | -0.85% | -1.49% | -2.53% | +4.39% | +14.01% |
| 2020 | +1.14% | -2.35% | -34.02% | +21.01% | +11.09% | -4.31% | +14.56% | +4.47% | -8.61% | +1.99% | +10.24% | +0.36% | +3.46% |
| 2019 | +6.41% | +2.04% | +1.17% | +1.66% | +1.11% | +1.46% | +2.83% | -0.96% | +1.90% | -0.31% | +0.98% | +1% | +20.88% |
| 2018 | -1.31% | +1.49% | +1.26% | +0.39% | +1.31% | +0.84% | +0.24% | +1.19% | -0.36% | -1.36% | +1.52% | -4.24% | +0.82% |
| 2017 | +0.61% | +0.80% | +1.19% | +0.57% | +1.19% | -0.32% | +1.45% | +5.62% |
Drawdown analysis of Pennymac Mortgage Investment Trust (PMT-P-B)
The maximum drawdown for the PMT-P-B was -67.83%, occurring on Mar 18, 2020. Recovery took 178 trading sessions.
The current PMT-P-B drawdown is -3.59%.
Since Jun 28, 2017 PMT-P-B 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: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -67.83% | Mar 4, 2020 | 10 | Mar 18, 2020 | 178 | Nov 30, 2020 | 188 |
| -24.04% | Apr 21, 2022 | 112 | Sep 30, 2022 | 194 | Jul 12, 2023 | 306 |
| -13.01% | Jul 12, 2023 | 58 | Oct 3, 2023 | 46 | Dec 7, 2023 | 104 |
| -8.28% | Dec 19, 2025 | 68 | Mar 31, 2026 | Ongoing | Ongoing | Ongoing |
| -7.44% | Feb 28, 2025 | 30 | Apr 11, 2025 | 22 | May 14, 2025 | 52 |
| -7.21% | Nov 29, 2024 | 28 | Jan 13, 2025 | 32 | Feb 28, 2025 | 60 |
| -7.07% | Nov 15, 2018 | 24 | Dec 21, 2018 | 9 | Jan 7, 2019 | 33 |
| -6.22% | May 30, 2025 | 20 | Jun 30, 2025 | 48 | Sep 8, 2025 | 68 |
| -6.14% | Mar 20, 2024 | 18 | Apr 16, 2024 | 44 | Jun 18, 2024 | 62 |
| -4.80% | Aug 31, 2021 | 63 | Nov 30, 2021 | 62 | Mar 1, 2022 | 125 |
| -4.61% | Jun 27, 2024 | 27 | Aug 6, 2024 | 10 | Aug 20, 2024 | 37 |
| -4.58% | Jan 26, 2024 | 8 | Feb 7, 2024 | 28 | Mar 19, 2024 | 36 |
| -4.27% | Dec 18, 2017 | 32 | Feb 5, 2018 | 17 | Mar 1, 2018 | 49 |
| -3.95% | Sep 30, 2025 | 12 | Oct 16, 2025 | 43 | Dec 17, 2025 | 55 |
| -3.51% | May 5, 2021 | 5 | May 12, 2021 | 2 | May 14, 2021 | 7 |
| -3.20% | Dec 24, 2020 | 11 | Jan 12, 2021 | 23 | Feb 16, 2021 | 34 |
| -3.15% | Feb 7, 2020 | 14 | Feb 28, 2020 | 3 | Mar 4, 2020 | 17 |
| -3.07% | Oct 18, 2024 | 23 | Nov 20, 2024 | 6 | Nov 29, 2024 | 29 |
| -2.68% | Jul 6, 2021 | 30 | Aug 17, 2021 | 10 | Aug 31, 2021 | 40 |
| -2.44% | Feb 26, 2021 | 4 | Mar 4, 2021 | 7 | Mar 15, 2021 | 11 |
| -2.16% | Aug 30, 2018 | 33 | Oct 17, 2018 | 20 | Nov 14, 2018 | 53 |
| -2.05% | Jan 2, 2024 | 11 | Jan 18, 2024 | 4 | Jan 24, 2024 | 15 |
| -1.95% | Mar 1, 2022 | 18 | Mar 25, 2022 | 18 | Apr 21, 2022 | 36 |
| -1.80% | Dec 2, 2020 | 1 | Dec 3, 2020 | 15 | Dec 24, 2020 | 16 |
| -1.58% | Aug 2, 2019 | 3 | Aug 7, 2019 | 12 | Aug 23, 2019 | 15 |