Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AAIC-PB (Arlington Asset Investment Corp) | NA | 20.10% | 6.66% | 4.97% | NA | NA | NA | … | … |
Data as of 12/13/2023, Common starting date is 05/16/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AAIC-PB (Arlington Asset Investment Corp) | 05/16/2017 | 12/13/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.20 | 20.10 | 6.66 | 4.97 | NA | NA | NA | … | … | 22.85 | -21.42 | 24.43 | 11.92 | 5.43 | -6.29 | 10.52 |
| Sharpe Ratio | NA | 0.42 | 0.19 | 0.06 | NA | NA | NA | … | … | 0.53 | -0.80 | 1.96 | 0.10 | 0.23 | -0.69 | 1.63 |
| Standard Deviation(%) | NA | 37.35 | 27.89 | 59.42 | NA | NA | NA | … | … | 37.81 | 28.60 | 12.43 | 122.05 | 17.38 | 10.95 | 10.16 |
| Draw Down(%) | NA | 18.76 | 33.87 | 73.66 | NA | NA | NA | … | … | 18.76 | 33.87 | 6.61 | 73.66 | 8.62 | 11.63 | 5.75 |
| Yield(%) | 0.00 | 9.51 | 8.24 | 7.31 | 4.97 | 3.31 | 2.48 | … | … | 7.16 | 7.20 | 8.34 | 10.62 | 8.06 | 7.06 | 4.75 |
Data as of 12/13/2023, Common starting date is 05/16/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAIC-PB (Arlington Asset Investment Corp) |
-3.62%
Jul 2017 – Jul 2020 |
-0.17%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAIC-PB (Arlington Asset Investment Corp) |
22.95%
Mar 2020 – Mar 2023 |
6.12%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart