Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AIC (Arlington Asset Investment Corp ELKS) | NA | 7.74% | 6.61% | 8.50% | NA | NA | NA | … | … |
Data as of 01/25/2024, Common starting date is 03/23/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AIC (Arlington Asset Investment Corp ELKS) | 03/23/2015 | 01/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.74 | 6.61 | 8.50 | NA | NA | NA | … | … | 0.54 | 8.33 | 1.94 | 11.14 | 8.32 | 16.13 | -1.89 | 17.16 | 25.32 | -22.55 |
| Sharpe Ratio | NA | 0.46 | 0.63 | 0.13 | NA | NA | NA | … | … | 2.80 | 0.53 | 0.07 | 1.66 | 0.07 | 1.50 | -0.36 | 1.14 | 0.76 | -0.99 |
| Standard Deviation(%) | NA | 7.49 | 7.37 | 52.49 | NA | NA | NA | … | … | 1.64 | 7.82 | 7.76 | 6.70 | 117.29 | 9.82 | 8.80 | 14.59 | 33.11 | 28.16 |
| Draw Down(%) | NA | 4.49 | 6.49 | 71.72 | NA | NA | NA | … | … | 0.04 | 4.49 | 6.49 | 2.26 | 71.72 | 4.80 | 7.43 | 7.19 | 15.72 | 31.04 |
| Yield(%) | 0.00 | 6.94 | 6.82 | 7.36 | 5.45 | 3.63 | 2.72 | … | … | 0.00 | 6.99 | 6.67 | 6.89 | 7.00 | 7.59 | 6.99 | 7.61 | 8.66 | 0.00 |
Data as of 01/25/2024, Common starting date is 03/23/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIC (Arlington Asset Investment Corp ELKS) |
-2.45%
Mar 2017 – Mar 2020 |
2.94%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AIC (Arlington Asset Investment Corp ELKS) |
19.65%
Mar 2020 – Mar 2023 |
13.74%
Mar 2016 – Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart