Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock

10-Year Study

CIM-P-B.US · Other · US · Preferred Stock

Executive Summary: Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock has compounded at -0.3% annually over the last 10 years, with a maximum drawdown of 46.2% and an annualized volatility of 20.7%.

1Y CAGR
-3.0%
3Y CAGR
+6.7%
5Y CAGR
-0.8%
10Y CAGR
-0.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
46.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.40.3-7.610.5————————3.8%
20251.8-0.1-5.33.10.9-1.62.4-1.0-2.7-0.31.5-4.6-6.3%
20242.8-0.42.70.61.2-1.70.51.0-0.82.3-0.6-1.75.8%
202312.9-0.2-14.25.8-1.64.74.4-1.9-0.7-0.810.01.018.3%
20220.2-2.10.2-1.6-3.6-9.22.90.8-20.65.715.4-7.7-21.7%
20212.81.52.51.81.53.31.10.3-2.80.7-1.4-0.511.0%
20203.7-6.2-42.223.55.44.75.06.2-5.51.213.3-2.8-10.1%
20190.2-0.71.6-1.1-0.71.31.9-0.30.11.0-0.31.74.8%
2018-1.3-0.10.2-0.71.01.11.0-0.3-1.20.8-1.7-4.9-6.2%
2017———1.31.50.71.4-0.42.4-2.3-0.1-0.14.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 20.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.4% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-03-0110000
2017-04-0110129.956330463852
2017-05-0110283.993637765447
2017-06-0110356.843651728366
2017-07-0110502.543679654204
2017-08-0110458.024226676866
2017-09-0110704.904829551202
2017-10-0110462.071449674806
2017-11-0110453.977003678925
2017-12-0110441.835334685105
2018-01-0110308.276975753086
2018-02-0110296.135306759266
2018-03-0110312.324198751026
2018-04-0110239.474184788107
2018-05-0110344.701982734545
2018-06-0110453.977003678925
2018-07-0110562.644941173614
2018-08-0110530.874240639785
2018-09-0110401.363104705706
2018-10-0110482.307564664503
2018-11-0110300.182529757207
2018-12-019794.36059947467
2019-01-019813.544436484905
2019-02-019740.694422521987
2019-03-019897.888563761973
2019-04-019790.556209856606
2019-05-019721.55105774173
2019-06-019844.22238680929
2019-07-0110035.898867991727
2019-08-0110005.22091766734
2019-09-0110016.715030981492
2019-10-0110120.202523038815
2019-11-0110089.565044944411
2019-12-0110262.057689116611
2020-01-0110638.36848346507
2020-02-019974.704856262875
2020-03-015764.540660425849
2020-04-017119.996114665922
2020-05-017507.598661178633
2020-06-017859.707061999409
2020-07-018252.287692799586
2020-08-018766.285013537961
2020-09-018280.618253785166
2020-10-018377.751605735724
2020-11-019490.737930169214
2020-12-019223.621212305176
2021-01-019482.643484173333
2021-02-019620.249066103292
2021-03-019863.082445979691
2021-04-0110037.11303489111
2021-05-0110182.813062816947
2021-06-0110518.732571645964
2021-07-0110632.054815588283
2021-08-0110660.385376573864
2021-09-0110364.938097724245
2021-10-0110437.788111687165
2021-11-0110292.088083761326
2021-12-0110239.474184788107
2022-01-0110255.663076779867
2022-02-0110041.160257889049
2022-03-0110057.34914988081
2022-04-019891.413006965271
2022-05-019535.257383146552
2022-06-018657.009992593581
2022-07-018903.89059546792
2022-08-018972.6933864329
2022-09-017123.1124763743355
2022-10-017527.834776168332
2022-11-018685.340553579163
2022-12-018017.548758919066
2023-01-019053.637846391697
2023-02-019037.448954399937
2023-03-017754.4792640529695
2023-04-018207.768239822246
2023-05-018078.257103888167
2023-06-018458.696065694523
2023-07-018826.99335850706
2023-08-018661.057215591522
2023-09-018600.348870622422
2023-10-018535.593302655381
2023-11-019389.557355220715
2023-12-019482.643484173333
2024-01-019749.760202037372
2024-02-019713.335195055912
2024-03-019976.40468992201
2024-04-0110033.06581189317
2024-05-0110150.435278833427
2024-06-019976.40468992201
2024-07-0110024.971365897289
2024-08-0110122.10471784785
2024-09-0110041.160257889049
2024-10-0110267.804745773688
2024-11-0110211.143623802527
2024-12-0110037.11303489111
2025-01-0110215.190846800466
2025-02-0110203.049177806646
2025-03-019660.721296082693
2025-04-019960.21579793025
2025-05-0110045.20748088699
2025-06-019883.31856096939
2025-07-0110118.057494849909
2025-08-0110016.87691990141
2025-09-019749.760202037372
2025-10-019717.382418053852
2025-11-019867.12966897763
2025-12-019409.793470210414
2026-01-019543.351829142432
2026-02-019567.635167130073
2026-03-018839.135027500879
2026-04-019769.996317027071
Annual Return Matrix
YearAnnual Return
2018-0.06200775193798458
20190.04775167147378956
2020-0.10119183776492946
20210.11013602457218075
2022-0.21699604743083012
20230.18273599192327117
20240.05847204438753728
2025-0.0625
20260.038279569892473164
Total Factor Risk
0.20664138122824685
VTI.US Exposure
0.7040771658695633
VEA.US Exposure
0.19972961234321046
VWO.US Exposure
-0.0037732550281244833
QQQ.US Exposure
-0.10988410723138227
VTV.US Exposure
-0.12174580813243968
IJR.US Exposure
0.020838228907237553
QUAL.US Exposure
0.029130250431014703
SHV.US Exposure
0.008950263177242809
TLT.US Exposure
-0.01591126279145897
LQD.US Exposure
0.08057577628551262
HYG.US Exposure
-0.019759225683330488
GLD.US Exposure
-0.008531478232547877
USO.US Exposure
0.002501621243409314
VNQ.US Exposure
0.0694616267234488
BTC-USD.CC Exposure
-0.0009866313780091396
CPER.US Exposure
0.01135481396218017
VIX.INDX Exposure
-0.04414006916192321
UUP.US Exposure
-0.0038492766844386785
TIP.US Exposure
-0.001817313703578267
Idiosyncratic Exposure
0.20377906908441362
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock a high-risk investment?

Chimera Investment Corporation 8.00% Series B Fixed-to-Floating Rate Cumulative Redeemable Preferred Stock (CIM-P-B.US) has an annualized volatility of 20.7% and experienced a maximum drawdown of 46.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CIM-P-B.US?

Over the past 10 years, CIM-P-B.US has generated a Compound Annual Growth Rate (CAGR) of -0.3%. It has had a positive return in 56% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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