Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AAIC-PC (Arlington Asset Investment Corp) | NA | 25.15% | 14.48% | NA | NA | NA | NA | … | … |
Data as of 12/13/2023, Common starting date is 03/06/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AAIC-PC (Arlington Asset Investment Corp) | 03/06/2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.41 | 25.15 | 14.48 | NA | NA | NA | NA | … | … | 24.46 | -8.42 | 30.96 | 11.16 | -5.00 |
| Sharpe Ratio | NA | 0.99 | 0.69 | NA | NA | NA | NA | … | … | 1.03 | -0.43 | 3.52 | 0.11 | -0.53 |
| Standard Deviation(%) | NA | 21.16 | 18.49 | NA | NA | NA | NA | … | … | 21.05 | 22.85 | 8.79 | 96.35 | 13.86 |
| Draw Down(%) | NA | 13.84 | 25.77 | NA | NA | NA | NA | … | … | 13.84 | 25.39 | 1.97 | 66.80 | 10.83 |
| Yield(%) | 0.00 | 9.67 | 9.71 | 8.21 | 4.10 | 2.74 | 2.05 | … | … | 7.46 | 8.23 | 10.02 | 12.06 | 6.82 |
Data as of 12/13/2023, Common starting date is 03/06/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAIC-PC (Arlington Asset Investment Corp) |
4.73%
Sep 2019 – Sep 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAIC-PC (Arlington Asset Investment Corp) |
24.36%
Mar 2020 – Mar 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart