Performance analysis of Pennymac Mortgage Investment Trust (PMT-P-C)
Annual Return
Over the past 3 years, PMT-P-C has had an average annual return of +8.34%, underperforming the benchmark SPY, which returned +22.45% annual.
Since Aug 17, 2021, PMT-P-C has had an average annual return of +1.82%, underperforming the benchmark SPY, which returned +13.20% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.60% | +6.73% | +5.16% | +24.68% | -26.00% | +3.65% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.47% | -0.50% | -8.44% | +5.60% | +1.41% | -1.25% | +1.60% | ||||||
| 2025 | +5.03% | -0.19% | +1.08% | -2.05% | +0.64% | -1.32% | +0.05% | +2.64% | +1.44% | -0.69% | +1.06% | -0.97% | +6.73% |
| 2024 | +0.20% | +2.16% | -2.86% | -1.00% | +3.30% | +1.68% | -0.36% | +6.75% | +5.20% | -2.11% | -1.10% | -6.12% | +5.16% |
| 2023 | +15.75% | +3.19% | -7.78% | -0.70% | +1.80% | +3.62% | +0.58% | -1.82% | -4.17% | -6.33% | +15.12% | +5.90% | +24.68% |
| 2022 | -0.92% | -8.01% | +1.43% | -2.28% | +0.54% | -14.99% | +13.78% | -9.52% | -13.05% | +3.73% | +7.31% | -3.82% | -26.00% |
| 2021 | -1.01% | +3.30% | +0.16% | +0.47% | +0.73% | +3.65% |
Drawdown analysis of Pennymac Mortgage Investment Trust (PMT-P-C)
The maximum drawdown for the PMT-P-C was -31.13%, occurring on Oct 3, 2022. Recovery took 480 trading sessions.
The current PMT-P-C drawdown is -4.47%.
Since Aug 17, 2021 PMT-P-C has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.13% | Dec 3, 2021 | 208 | Oct 3, 2022 | 480 | Aug 30, 2024 | 688 |
| -13.44% | Oct 18, 2024 | 115 | Apr 7, 2025 | 199 | Jan 22, 2026 | 314 |
| -9.66% | Feb 11, 2026 | 33 | Mar 31, 2026 | Ongoing | Ongoing | Ongoing |
| -2.38% | Sep 19, 2024 | 10 | Oct 3, 2024 | 10 | Oct 17, 2024 | 20 |
| -1.81% | Aug 20, 2021 | 7 | Aug 31, 2021 | 15 | Sep 22, 2021 | 22 |
| -1.37% | Nov 9, 2021 | 7 | Nov 18, 2021 | 9 | Dec 2, 2021 | 16 |
| -1.14% | Aug 30, 2024 | 2 | Sep 4, 2024 | 3 | Sep 9, 2024 | 5 |
| -0.91% | Nov 3, 2021 | 1 | Nov 4, 2021 | 3 | Nov 9, 2021 | 4 |
| -0.71% | Sep 30, 2021 | 3 | Oct 5, 2021 | 18 | Oct 29, 2021 | 21 |
| -0.68% | Jan 28, 2026 | 2 | Jan 30, 2026 | 7 | Feb 10, 2026 | 9 |
| -0.64% | Sep 10, 2024 | 2 | Sep 12, 2024 | 1 | Sep 13, 2024 | 3 |
| -0.40% | Aug 17, 2021 | 1 | Aug 18, 2021 | 1 | Aug 19, 2021 | 2 |
| -0.39% | Oct 29, 2021 | 1 | Nov 1, 2021 | 2 | Nov 3, 2021 | 3 |
| -0.20% | Sep 23, 2021 | 1 | Sep 24, 2021 | 3 | Sep 29, 2021 | 4 |