Seasonality
AGNC seasonality — AGNC Investment
Over the last 11 years, AGNC's strongest month on average has been November (+6.1%) and its weakest March (-4.5%).
Average return by month
Month-by-month statistics
| Month | Avg | Median | Up % | Best | Worst | Yrs |
|---|---|---|---|---|---|---|
| Jan | +2.56% | +2.54% | 60% | +12.1% | -6.9% | 10 |
| Feb | -2.22% | -1.56% | 40% | +5.1% | -13.3% | 10 |
| Mar | -4.55% | +1.40% | 60% | +5.5% | -37.9% | 10 |
| Apr | +0.57% | -0.58% | 40% | +17.4% | -16.2% | 10 |
| May | +0.26% | +0.36% | 50% | +11.4% | -7.8% | 10 |
| Jun | +0.23% | +1.05% | 50% | +10.2% | -9.5% | 10 |
| Jul | +2.53% | +2.26% | 70% | +13.9% | -6.0% | 10 |
| Aug | -0.92% | +1.18% | 60% | +3.8% | -13.2% | 10 |
| Sep | -4.49% | -1.73% | 40% | +8.2% | -29.5% | 10 |
| Oct | -4.17% | -3.31% | 40% | +6.0% | -21.8% | 10 |
| Nov | +6.09% | +3.76% | 67% | +21.5% | -4.0% | 9 |
| Dec | +1.26% | +1.77% | 60% | +11.2% | -4.7% | 10 |
Monthly returns heat map — AGNC
price return, %| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.3 | -1.7 | -10.5 | 9.9 | -5.5 | 4.7 | -2.2 | 0.7 | -15.5 | -4.6 | 1.5 | -18.1% | |
| 2025 | 8.2 | 4.6 | -8.2 | -7.8 | 1.2 | 2.8 | 2.6 | 3.5 | 0.3 | 2.1 | 4.9 | 2.2 | +16.4% |
| 2024 | -3.4 | 0.8 | 3.6 | -7.6 | 4.8 | -0.5 | 4.9 | 2.0 | 2.5 | -11.0 | 3.8 | -4.7 | -6.1% |
| 2023 | 12.1 | -6.3 | -7.3 | -1.7 | -7.3 | 10.2 | 0.6 | -2.8 | -4.7 | -21.8 | 19.5 | 11.2 | -5.2% |
| 2022 | -1.0 | -13.3 | 1.5 | -16.2 | 11.4 | -9.5 | 13.9 | -5.2 | -29.5 | -2.4 | 21.5 | 3.6 | -31.2% |
| 2021 | 0.0 | 2.8 | 4.5 | 7.0 | 3.4 | -8.9 | -6.0 | 2.8 | -3.3 | 0.9 | -4.0 | -1.6 | -3.6% |
| 2020 | 5.2 | -8.3 | -37.9 | 17.4 | 4.2 | -0.3 | 5.4 | 3.8 | -1.4 | 0.4 | 9.4 | 2.1 | -11.8% |
| 2019 | 2.1 | -1.4 | 2.0 | -1.2 | -7.8 | 2.6 | 1.9 | -13.2 | 8.2 | 6.0 | 1.6 | 2.1 | +0.8% |
| 2018 | -6.9 | -4.5 | 5.5 | 0.0 | -0.5 | -1.2 | 4.7 | -2.3 | -2.0 | -4.2 | -0.8 | -0.9 | -13.1% |
| 2017 | 3.0 | 5.1 | 1.3 | 5.9 | -1.3 | 2.4 | -0.5 | 1.7 | 0.7 | -7.2 | -1.1 | 1.5 | +11.4% |
| 2016 | -2.8 |