Performance analysis of Pennymac Mortgage Investment Trust (PMT)
Annual Return
Over the past 3 years, PMT has had an average annual return of +2.22%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, PMT has had an average annual return of -0.46%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, PMT has had an average annual return of +6.81%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Jul 30, 2009, PMT has had an average annual return of +7.18%, underperforming the benchmark SPY, which returned +14.65% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -12.16% | +13.34% | -5.43% | +36.22% | -18.24% | +8.57% | -13.07% | +30.35% | +28.10% | +9.35% | +21.55% | -18.15% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | ||||||
| +5.09% | +0.16% | +69.56% | +1.84% | +10.38% | -10.05% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.74% | +3.64% | -4.89% | +8.06% | -14.12% | +13.49% | -10.24% | -12.16% | |||||
| 2025 | +8.02% | +7.72% | +0% | -9.48% | -4.36% | +4.72% | -5.41% | +4.41% | -0.41% | +1.54% | +6.64% | +0.86% | +13.34% |
| 2024 | -4.08% | -1.46% | +3.89% | -2.90% | -1.23% | +0.51% | +2.94% | +3.20% | +0.35% | -2.75% | +0.82% | -4.41% | -5.43% |
| 2023 | +23.08% | -14.56% | -5.37% | +4.18% | -6.36% | +15.81% | -2.41% | +4.93% | -7.53% | +5.50% | +10.99% | +9.27% | +36.22% |
| 2022 | +2.82% | -12.46% | +8.27% | -6.42% | +5.48% | -14.52% | +14.75% | -3.32% | -20.67% | +22.54% | +10.09% | -16.25% | -18.24% |
| 2021 | -1.93% | +9.97% | +3.32% | +4.74% | -2.25% | +7.45% | -4.10% | -1.57% | +1.44% | +4.74% | -13.80% | +2.45% | +8.57% |
| 2020 | +4.31% | -10.97% | -48.70% | +0.33% | +5.86% | +59.22% | +9.96% | -9.07% | -6.24% | -4.61% | +14.23% | +5.63% | -13.07% |
| 2019 | +8.70% | +0.69% | +1.62% | +3.68% | -0.95% | +4.95% | +3.06% | -1.22% | +2.16% | +5.15% | +0.87% | -1.43% | +30.35% |
| 2018 | +2.06% | +1.65% | +8.16% | +0.17% | +6.43% | +1.44% | +4.11% | +3.58% | +1.30% | -2.20% | +9.01% | -9.35% | +28.10% |
| 2017 | +3.55% | -0.53% | +5.28% | +3.39% | -2.02% | +4.40% | -1.23% | -1.76% | +0.58% | -5.09% | -2.49% | +5.58% | +9.35% |
Drawdown analysis of Pennymac Mortgage Investment Trust (PMT)
The maximum drawdown for the PMT was -75.90%, occurring on Mar 18, 2020. Recovery took 317 trading sessions.
The current PMT drawdown is -20.18%.
Since Jul 30, 2009 PMT has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 2 times
- 30% or more: 4 times
- 20% or more: 6 times
- 10% or more: 14 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.90% | Feb 7, 2020 | 27 | Mar 18, 2020 | 317 | Jun 21, 2021 | 344 |
| -44.85% | Feb 3, 2015 | 258 | Feb 11, 2016 | 292 | Apr 10, 2017 | 550 |
| -39.84% | Oct 21, 2021 | 243 | Oct 10, 2022 | 401 | May 15, 2024 | 644 |
| -30.12% | Jan 22, 2013 | 106 | Jun 24, 2013 | 406 | Feb 3, 2015 | 512 |
| -26.14% | Jan 16, 2026 | 99 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -21.41% | Sep 18, 2009 | 199 | Jul 6, 2010 | 146 | Feb 1, 2011 | 345 |
| -16.08% | Mar 9, 2011 | 148 | Oct 7, 2011 | 71 | Jan 20, 2012 | 219 |
| -15.60% | Mar 27, 2025 | 19 | Apr 24, 2025 | 179 | Jan 9, 2026 | 198 |
| -14.60% | Dec 7, 2018 | 11 | Dec 24, 2018 | 31 | Feb 8, 2019 | 42 |
| -14.45% | Jul 17, 2024 | 123 | Jan 13, 2025 | 27 | Feb 21, 2025 | 150 |
| -14.41% | Jul 5, 2017 | 87 | Nov 6, 2017 | 68 | Feb 14, 2018 | 155 |
| -11.58% | Jun 24, 2021 | 39 | Aug 19, 2021 | 44 | Oct 21, 2021 | 83 |
| -11.53% | May 16, 2024 | 5 | May 23, 2024 | 36 | Jul 17, 2024 | 41 |
| -11.30% | Apr 30, 2012 | 14 | May 18, 2012 | 24 | Jun 22, 2012 | 38 |
| -9.01% | Nov 1, 2012 | 9 | Nov 14, 2012 | 24 | Dec 19, 2012 | 33 |
| -7.08% | Feb 8, 2019 | 7 | Feb 20, 2019 | 35 | Apr 10, 2019 | 42 |
| -5.70% | Sep 17, 2018 | 19 | Oct 12, 2018 | 15 | Nov 2, 2018 | 34 |
| -5.45% | Feb 16, 2018 | 8 | Mar 1, 2018 | 7 | Mar 12, 2018 | 15 |
| -5.03% | Apr 27, 2017 | 8 | May 9, 2017 | 32 | Jun 23, 2017 | 40 |
| -4.90% | May 6, 2019 | 5 | May 13, 2019 | 23 | Jun 14, 2019 | 28 |
| -4.88% | Feb 9, 2011 | 4 | Feb 15, 2011 | 7 | Feb 25, 2011 | 11 |
| -4.71% | Aug 14, 2012 | 3 | Aug 17, 2012 | 14 | Sep 7, 2012 | 17 |
| -4.16% | Nov 29, 2019 | 9 | Dec 12, 2019 | 9 | Dec 26, 2019 | 18 |
| -3.96% | Aug 8, 2019 | 5 | Aug 15, 2019 | 35 | Oct 4, 2019 | 40 |
| -3.70% | Mar 7, 2012 | 23 | Apr 10, 2012 | 3 | Apr 13, 2012 | 26 |