Seasonality
NLY seasonality — Annaly Capital Management
Over the last 11 years, NLY's strongest month on average has been November (+6.8%) and its weakest September (-7.0%).
Average return by month
Month-by-month statistics
| Month | Avg | Median | Up % | Best | Worst | Yrs |
|---|---|---|---|---|---|---|
| Jan | +2.30% | +2.71% | 70% | +11.5% | -11.3% | 10 |
| Feb | -2.18% | -1.75% | 40% | +8.6% | -11.9% | 10 |
| Mar | -5.64% | -0.65% | 50% | +4.0% | -42.8% | 10 |
| Apr | +3.13% | +2.78% | 60% | +23.3% | -8.8% | 10 |
| May | -1.53% | -0.43% | 50% | +5.1% | -12.7% | 10 |
| Jun | -0.10% | -0.05% | 50% | +6.5% | -10.6% | 10 |
| Jul | +4.81% | +4.32% | 80% | +16.4% | -4.4% | 10 |
| Aug | -0.76% | +0.89% | 60% | +4.2% | -13.1% | 10 |
| Sep | -6.97% | -3.40% | 10% | +6.0% | -33.5% | 10 |
| Oct | -2.03% | -1.96% | 40% | +8.1% | -17.0% | 10 |
| Nov | +6.79% | +4.84% | 89% | +16.8% | -4.3% | 9 |
| Dec | -0.53% | -2.06% | 40% | +7.2% | -8.2% | 10 |
Monthly returns heat map — NLY
price return, %| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.9 | 1.0 | -9.0 | 8.3 | -4.6 | 2.3 | 1.6 | 0.9 | -17.6 | -3.5 | 2.9 | -16.1% | |
| 2025 | 11.5 | 7.6 | -7.5 | -3.5 | -3.3 | -0.7 | 8.0 | 4.2 | -4.6 | 4.8 | 7.7 | -1.9 | +22.2% |
| 2024 | -0.9 | -0.5 | 3.1 | -4.8 | 5.1 | -3.2 | 4.5 | 1.3 | -0.5 | -5.3 | 4.8 | -8.2 | -5.5% |
| 2023 | 11.3 | -11.9 | -7.6 | 4.5 | -5.5 | 6.0 | 0.4 | 0.9 | -7.2 | -17.0 | 15.8 | 7.2 | -8.1% |
| 2022 | 1.0 | -11.9 | 1.1 | -8.8 | 3.0 | -10.6 | 16.4 | -6.2 | -33.5 | 8.1 | 16.8 | -2.7 | -32.6% |
| 2021 | -3.9 | 2.3 | 3.5 | 5.6 | 2.1 | -4.2 | -4.4 | 2.4 | -3.1 | 0.5 | -4.3 | -3.5 | -7.5% |
| 2020 | 3.6 | -9.2 | -42.8 | 23.3 | -1.4 | 6.5 | 13.0 | -0.8 | -3.1 | -0.4 | 12.8 | 5.6 | -10.3% |
| 2019 | 6.3 | -3.0 | -1.4 | 1.0 | -12.7 | 3.6 | 4.6 | -13.1 | 6.0 | 2.0 | 3.9 | 1.0 | -4.1% |
| 2018 | -11.3 | -4.8 | 4.0 | -0.6 | 0.6 | -1.3 | 4.2 | -0.9 | -3.7 | -3.5 | 1.7 | -2.2 | -17.4% |
| 2017 | 2.5 | 8.6 | 0.1 | 6.3 | 1.4 | 0.6 | -0.2 | 3.9 | -2.5 | -6.0 | 1.8 | 1.9 | +19.3% |
| 2016 | -2.5 |