Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Armstrong Ideal Index | 4.07% | 8.50% | 6.06% | 7.51% | 5.27% | 6.75% | NA | 5.18% |
Data as of 05/30/2025, AR inception is 01/01/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Armstrong Ideal Index | 01/01/2007 | 08/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 8.50 | 6.06 | 7.51 | 5.27 | 6.75 | NA | 5.18 | 4.07 | 7.10 | 12.32 | -13.32 | 11.88 | 8.96 | 18.76 | -7.50 | 12.19 | 8.47 | -1.61 | 4.45 | 15.89 | 12.94 | -3.47 | 13.85 | 24.27 | -26.02 | 3.21 |
| Sharpe Ratio | NA | 0.72 | 0.43 | 0.46 | 0.38 | NA | NA | 0.30 | 0.53 | 0.40 | 0.90 | -0.99 | 1.28 | 0.40 | 2.29 | -0.95 | 2.25 | 0.81 | -0.17 | 0.60 | 1.85 | 1.28 | -0.19 | 0.94 | 1.07 | -1.03 | 0.01 |
| Standard Deviation(%) | NA | 10.57 | 10.77 | 10.98 | 11.63 | NA | NA | 13.83 | 11.86 | 8.68 | 9.62 | 14.85 | 9.23 | 21.57 | 7.53 | 9.36 | 5.11 | 10.16 | 9.81 | 7.41 | 8.57 | 10.10 | 18.12 | 14.57 | 22.70 | 26.18 | 13.89 |
| Draw Down(%) | NA | 11.16 | 12.19 | 20.68 | 26.04 | NA | NA | 44.94 | 10.42 | 4.53 | 9.37 | 20.11 | 5.09 | 26.04 | 4.38 | 13.51 | 1.77 | 8.07 | 10.02 | 6.40 | 6.95 | 8.73 | 17.81 | 10.99 | 22.19 | 37.18 | 8.93 |
| Yield(%) | NA | 2.47 | 2.12 | 2.17 | 2.04 | NA | NA | 2.35 | NA | NA | 1.68 | 1.79 | 2.10 | 1.92 | 2.73 | 1.85 | 0.35 | 2.81 | 2.20 | 2.26 | 2.24 | 2.58 | 2.28 | 2.14 | 2.93 | 2.59 | 3.13 |
Data as of 05/30/2025, AR inception is 01/01/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Armstrong Ideal Index |
-4.43%
Jun 2007 - Jun 2010 |
-0.20%
May 2007 - May 2012 |
3.98%
Oct 2013 - Oct 2023 |
3.69%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Armstrong Ideal Index |
20.40%
Feb 2009 - Feb 2012 |
16.67%
Feb 2009 - Feb 2014 |
10.33%
Feb 2009 - Feb 2019 |
8.73%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart