Performance analysis of Redwood Trust (RWT)
Annual Return
Over the past 3 years, RWT has had an average annual return of +4.62%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, RWT has had an average annual return of -5.08%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, RWT has had an average annual return of -1.23%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Nov 1, 1999, RWT has had an average annual return of +6.43%, underperforming the benchmark SPY, which returned +8.56% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -2.39% | -4.19% | -2.69% | +21.86% | -42.16% | +60.21% | -42.62% | +18.15% | +9.35% | +4.49% | +25.03% | -27.87% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +7.71% | +21.44% | +78.89% | -26.33% | +10.37% | +3.48% | -50.24% | -32.49% | +56.93% | -24.71% | +40.89% | +113.45% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| +26.50% | +52.25% | +57.81% | +2.28% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.90% | +10.40% | -4.12% | -0.89% | -2.52% | -3.69% | -2.39% | ||||||
| 2025 | +0.30% | +1.98% | -6.48% | +2.31% | -12.24% | +11.96% | -7.61% | +12.09% | -2.46% | -8.29% | +3.77% | +3.65% | -4.19% |
| 2024 | -9.45% | -8.64% | +6.55% | -13.19% | +14.65% | +4.95% | +12.02% | +4.13% | +4.36% | -5.31% | -2.18% | -6.27% | -2.69% |
| 2023 | +23.67% | -8.97% | -8.09% | -6.83% | -5.73% | +10.37% | +18.21% | +6.38% | -8.98% | -11.92% | +13.22% | +6.45% | +21.86% |
| 2022 | -6.52% | -15.73% | +3.58% | -7.88% | +5.15% | -21.97% | +12.32% | -10.51% | -23.33% | +24.22% | +10.80% | -11.58% | -42.16% |
| 2021 | -2.28% | +14.69% | +7.46% | +6.72% | +0.18% | +10.06% | -1.66% | +5.06% | +5.08% | +5.20% | -5.46% | +4.70% | +60.21% |
| 2020 | +6.59% | -3.12% | -69.62% | -18.97% | +30.49% | +33.32% | +1.86% | -2.81% | +10.50% | +13.03% | +1.76% | +3.12% | -42.62% |
| 2019 | +7.03% | -5.14% | +7.57% | +1.30% | -2.63% | +5.72% | +2.36% | -1.89% | +0.63% | -0.43% | -0.98% | +4.11% | +18.15% |
| 2018 | +0.47% | -1.61% | +7.51% | -0.84% | +6.65% | +2.50% | +2.06% | +1.01% | -2.62% | +1.11% | +1.64% | -8.00% | +9.35% |
| 2017 | +1.91% | +5.61% | +3.24% | +2.77% | -0.88% | +2.37% | +1.35% | -3.42% | -0.62% | -3.56% | -4.39% | +0.53% | +4.49% |
Drawdown analysis of Redwood Trust (RWT)
The maximum drawdown for the RWT was -88.76%, occurring on Apr 3, 2020. This drawdown has not yet recovered.
The current RWT drawdown is -58.23%.
Since Nov 1, 1999 RWT has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 2 times
- 20% or more: 4 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.76% | Feb 7, 2007 | 3312 | Apr 3, 2020 | Ongoing | Ongoing | Ongoing |
| -30.11% | Mar 31, 2004 | 21 | Apr 30, 2004 | 103 | Sep 28, 2004 | 124 |
| -29.14% | Jan 4, 2005 | 214 | Nov 8, 2005 | 230 | Oct 9, 2006 | 444 |
| -23.11% | Jun 28, 2002 | 16 | Jul 23, 2002 | 149 | Feb 25, 2003 | 165 |
| -11.38% | Jul 29, 2003 | 4 | Aug 4, 2003 | 16 | Aug 26, 2003 | 20 |
| -10.86% | May 22, 2001 | 18 | Jun 18, 2001 | 17 | Jul 12, 2001 | 35 |
| -10.71% | Jan 21, 2000 | 24 | Feb 25, 2000 | 13 | Mar 15, 2000 | 37 |
| -9.98% | Aug 20, 2001 | 19 | Sep 21, 2001 | 14 | Oct 11, 2001 | 33 |
| -9.57% | Dec 2, 2003 | 9 | Dec 15, 2003 | 24 | Jan 21, 2004 | 33 |
| -9.34% | Nov 1, 1999 | 26 | Dec 8, 1999 | 10 | Dec 22, 1999 | 36 |
| -9.24% | Apr 20, 2000 | 26 | May 30, 2000 | 51 | Aug 10, 2000 | 77 |
| -8.72% | Oct 12, 2004 | 9 | Oct 25, 2004 | 13 | Nov 11, 2004 | 22 |
| -8.01% | Dec 22, 1999 | 9 | Jan 5, 2000 | 10 | Jan 20, 2000 | 19 |
| -7.02% | Nov 12, 2004 | 5 | Nov 19, 2004 | 14 | Dec 10, 2004 | 19 |
| -7.01% | Jun 12, 2003 | 7 | Jun 23, 2003 | 9 | Jul 7, 2003 | 16 |
| -6.75% | Mar 31, 2000 | 10 | Apr 14, 2000 | 3 | Apr 19, 2000 | 13 |
| -6.74% | Sep 8, 2003 | 2 | Sep 10, 2003 | 16 | Oct 2, 2003 | 18 |
| -6.70% | Jul 7, 2003 | 10 | Jul 21, 2003 | 6 | Jul 29, 2003 | 16 |
| -6.70% | Feb 1, 2001 | 6 | Feb 9, 2001 | 25 | Mar 19, 2001 | 31 |
| -6.18% | Nov 26, 2001 | 10 | Dec 10, 2001 | 32 | Jan 28, 2002 | 42 |
| -5.33% | Mar 3, 2004 | 14 | Mar 23, 2004 | 6 | Mar 31, 2004 | 20 |
| -5.30% | Dec 29, 2000 | 1 | Jan 2, 2001 | 6 | Jan 10, 2001 | 7 |
| -5.24% | Oct 7, 2003 | 9 | Oct 20, 2003 | 3 | Oct 23, 2003 | 12 |
| -5.16% | Aug 22, 2000 | 5 | Aug 29, 2000 | 10 | Sep 13, 2000 | 15 |
| -4.88% | Jan 27, 2004 | 2 | Jan 29, 2004 | 2 | Feb 2, 2004 | 4 |