Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AAIC (Arlington Asset Investment Corp) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 12/20/2023, Common starting date is 12/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AAIC (Arlington Asset Investment Corp) | 12/24/1997 | 12/20/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | -16.29 | -7.41 | -32.14 | -23.07 | -38.54 | -20.51 | 12.02 | -50.28 | 0.83 | 27.06 | -2.63 | -11.09 | 57.52 | 347.94 | -94.59 | -60.75 | -19.19 | -48.94 | -15.99 | 146.58 | 80.35 | -20.91 | -16.67 | 21.15 | -63.76 | -11.96 |
| Sharpe Ratio | NA | 1.27 | 0.22 | -0.20 | -0.36 | NA | NA | … | … | 1.39 | -0.48 | -0.30 | -0.28 | -0.95 | -1.76 | -1.06 | 0.39 | -1.83 | 0.05 | 0.99 | -0.10 | -0.24 | 1.60 | 2.37 | -0.48 | -1.10 | -0.58 | -1.29 | -0.41 | 4.27 | 1.21 | -0.37 | -0.20 | 0.18 | -0.84 | -2.74 |
| Standard Deviation(%) | NA | 46.31 | 36.92 | 60.10 | 45.75 | NA | NA | … | … | 47.17 | 36.75 | 24.74 | 114.95 | 25.71 | 22.69 | 19.99 | 30.11 | 27.53 | 18.10 | 27.17 | 26.01 | 46.01 | 35.79 | 146.61 | 200.78 | 57.97 | 39.20 | 39.55 | 40.82 | 34.18 | 65.38 | 63.41 | 103.39 | 101.30 | 79.95 | 37.76 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 26.58 | 21.79 | 74.59 | 44.29 | 39.21 | 28.80 | 24.17 | 55.22 | 10.80 | 21.85 | 27.29 | 41.56 | 15.17 | 63.33 | 96.81 | 68.10 | 40.76 | 57.72 | 43.29 | 18.98 | 36.37 | 42.23 | 69.10 | 75.16 | 82.14 | 11.96 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 3.72 | 5.53 | 48.66 | 0.33 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 14.36 | 14.22 | 15.08 | 18.88 | 11.23 | 13.34 | 16.17 | 16.34 | 13.72 | 12.06 | 0.00 | 0.00 | 0.09 | 0.24 | 0.32 | 0.33 | 0.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/20/2023, Common starting date is 12/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAIC (Arlington Asset Investment Corp) |
-75.27%
Feb 2006 – Feb 2009 |
-64.42%
Feb 2004 – Feb 2009 |
-32.91%
Apr 1999 – Apr 2009 |
-20.82%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAIC (Arlington Asset Investment Corp) |
111.91%
Feb 2009 – Feb 2012 |
70.79%
Feb 2009 – Feb 2014 |
26.16%
Feb 2009 – Feb 2019 |
11.45%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart