Seasonality
EFC seasonality — Ellington Financial, Inc.
Over the last 11 years, EFC's strongest month on average has been April (+10.2%) and its weakest March (-6.4%).
Average return by month
Month-by-month statistics
| Month | Avg | Median | Up % | Best | Worst | Yrs |
|---|---|---|---|---|---|---|
| Jan | +1.93% | +0.92% | 70% | +11.0% | -5.4% | 10 |
| Feb | -0.87% | -1.89% | 40% | +14.2% | -9.5% | 10 |
| Mar | -6.43% | -0.06% | 50% | +7.6% | -65.5% | 10 |
| Apr | +10.24% | +2.44% | 70% | +82.0% | -8.8% | 10 |
| May | +0.58% | -0.57% | 50% | +6.8% | -4.3% | 10 |
| Jun | +2.42% | +0.86% | 60% | +15.5% | -5.3% | 10 |
| Jul | +0.46% | -1.35% | 30% | +9.4% | -5.1% | 10 |
| Aug | +0.66% | +0.35% | 50% | +7.5% | -8.5% | 10 |
| Sep | -4.85% | -1.79% | 10% | +3.4% | -22.6% | 10 |
| Oct | +0.10% | -1.92% | 30% | +17.7% | -6.2% | 10 |
| Nov | +2.30% | +1.94% | 67% | +17.6% | -8.9% | 9 |
| Dec | -1.37% | -1.46% | 30% | +3.1% | -9.3% | 10 |
Monthly returns heat map — EFC
price return, %| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.4 | -3.4 | -4.6 | 11.8 | 2.4 | 0.3 | -2.4 | 0.8 | -11.6 | -3.5 | -1.3 | -17.1% | |
| 2025 | 3.6 | 14.2 | -7.6 | -1.7 | -3.5 | 3.3 | -2.3 | 7.5 | -4.8 | 2.6 | 2.9 | -0.9 | +12.1% |
| 2024 | -3.9 | -7.2 | 4.2 | -3.1 | 5.9 | -0.3 | 5.0 | 3.6 | -2.0 | -6.2 | 2.2 | -1.9 | -4.6% |
| 2023 | 11.0 | -6.3 | -5.1 | 4.6 | -1.8 | 10.1 | -2.0 | -1.1 | -6.7 | -3.5 | 8.1 | -2.2 | +2.8% |
| 2022 | 4.0 | -0.6 | 0.5 | -8.8 | -4.3 | -5.3 | 9.4 | -8.5 | -22.6 | 17.7 | 1.9 | -9.3 | -27.6% |
| 2021 | 0.8 | 5.1 | 1.8 | 12.1 | 5.2 | 1.4 | -5.1 | 1.9 | -1.2 | -0.6 | -8.9 | 3.1 | +15.2% |
| 2020 | -0.3 | -9.5 | -65.5 | 82.0 | -1.8 | 15.5 | -0.2 | 6.0 | -1.6 | -0.2 | 17.6 | 3.1 | -19.0% |
| 2019 | 7.9 | 0.5 | 7.6 | 0.8 | -3.8 | 3.6 | -2.7 | -0.1 | 3.4 | 1.9 | -1.7 | 1.2 | +19.6% |
| 2018 | 0.6 | -3.2 | 4.9 | 0.7 | 6.8 | -2.1 | 5.6 | -1.9 | -1.0 | -3.9 | 0.7 | -1.0 | +5.7% |
| 2017 | 1.0 | 1.5 | -0.6 | 4.1 | 0.7 | -2.3 | -0.7 | -1.6 | -0.4 | -3.2 | -2.2 | -2.9 | -6.5% |
| 2016 | -2.8 |