Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AIW (Arlington Asset Investment Corp) | NA | -87.60% | -46.74% | -29.30% | NA | NA | NA | … | … |
Data as of 12/17/2021, Common starting date is 05/06/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AIW (Arlington Asset Investment Corp) | 05/06/2013 | 12/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.69 | -87.60 | -46.74 | -29.30 | NA | NA | NA | … | … | -80.21 | -32.01 | 5.03 | -4.09 | 4.89 | 16.50 | -17.36 | 11.93 | -11.65 |
| Sharpe Ratio | NA | -0.50 | -0.37 | -0.30 | NA | NA | NA | … | … | -0.48 | -0.21 | -1.69 | -2.87 | -1.46 | -0.64 | -1.91 | -0.51 | -2.04 |
| Standard Deviation(%) | NA | 174.64 | 129.20 | 99.82 | NA | NA | NA | … | … | 170.70 | 150.08 | 10.81 | 8.96 | 9.87 | 27.51 | 18.83 | 12.86 | 18.84 |
| Draw Down(%) | NA | 87.88 | 87.92 | 87.92 | NA | NA | NA | … | … | 81.73 | 72.40 | 5.09 | 7.60 | 4.36 | 15.63 | 26.30 | 4.83 | 17.65 |
| Yield(%) | 0.00 | 4.99 | 6.48 | 6.85 | 5.08 | 3.39 | 2.54 | … | … | 4.98 | 6.77 | 7.08 | 6.76 | 7.13 | 8.28 | 1.70 | 7.66 | 3.38 |
Data as of 12/17/2021, Common starting date is 05/06/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIW (Arlington Asset Investment Corp) |
-47.21%
Sep 2018 – Sep 2021 |
-29.41%
Sep 2016 – Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIW (Arlington Asset Investment Corp) |
17.55%
Feb 2016 – Feb 2019 |
10.87%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart