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Arlington Asset Investment Corp. (AAIC)

Equity · Currency in USD · Last updated Aug 11, 2022

Company Info

ISINUS0413562051
CUSIP041356205
SectorReal Estate
IndustryREIT—Mortgage

Trading Data

Previous Close$3.40
Year Range$2.90 - $3.99
EMA (50)$3.23
EMA (200)$3.43
Average Volume$66.29K
Market Capitalization$100.85M

AAICShare Price Chart


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AAICPerformance

The chart shows the growth of $10,000 invested in Arlington Asset Investment Corp. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,352 for a total return of roughly -6.48%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
0.29%
-4.72%
AAIC (Arlington Asset Investment Corp.)
Benchmark (^GSPC)

AAICReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M6.25%7.97%
6M-1.16%-6.88%
YTD-2.86%-11.66%
1Y-11.46%-5.01%
5Y-16.91%11.56%
10Y-7.07%11.62%

AAICMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.00%-6.71%8.44%-12.10%14.43%-6.88%-2.46%7.26%
2021-4.23%10.77%0.75%1.49%-0.73%-0.25%-4.93%-3.37%-0.80%3.78%-5.73%-3.31%
20201.97%-0.35%-61.31%29.22%-15.19%23.75%-8.42%0.00%4.41%-13.38%30.49%17.76%
201919.06%-3.83%0.58%-1.38%-14.78%2.84%-1.06%-24.92%15.65%5.28%1.21%-1.00%
2018-10.87%3.05%7.05%3.62%-0.00%-6.59%2.04%-3.33%-4.60%-9.96%2.14%-11.48%
20171.01%-1.54%0.14%3.04%-1.37%-1.11%-5.63%0.16%2.80%-9.90%2.96%4.34%
2016-16.10%9.10%8.51%3.27%2.78%2.64%7.07%6.82%3.62%-3.45%13.73%-4.96%
2015-0.30%-5.80%-0.24%-9.89%-4.56%-1.31%-2.35%-12.83%-12.14%-1.42%0.50%-0.67%
2014-0.53%1.03%3.20%-0.11%4.54%2.05%-4.57%8.97%-7.61%7.75%1.72%-1.34%
201312.52%10.40%3.56%4.96%0.62%1.42%-5.46%-8.15%5.88%3.75%8.27%2.06%
20125.01%3.13%-0.35%5.90%-3.95%0.04%2.99%2.42%7.97%-6.75%-2.74%-0.09%
20114.88%11.52%11.19%0.19%-5.31%11.74%-10.54%-8.12%-3.55%-4.03%-13.61%11.03%
2010-4.19%20.07%0.23%13.13%-5.75%0.91%6.58%-1.14%20.52%1.63%3.97%-0.13%

AAICSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Arlington Asset Investment Corp. Sharpe ratio is -0.35. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.35
-0.25
AAIC (Arlington Asset Investment Corp.)
Benchmark (^GSPC)

AAICDividend History

Arlington Asset Investment Corp. granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.00$0.00$0.00$1.05$1.68$2.28$2.50$3.00$3.50$3.50$3.50$3.38$1.90

Dividend yield

0.00%0.00%0.00%18.85%27.13%26.86%27.79%44.63%30.47%34.98%50.80%55.51%31.44%

AAICDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-71.10%
-12.22%
AAIC (Arlington Asset Investment Corp.)
Benchmark (^GSPC)

AAICWorst Drawdowns

The table below shows the maximum drawdowns of the Arlington Asset Investment Corp.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Arlington Asset Investment Corp. is 85.55%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.55%Nov 26, 20141335Mar 18, 2020
-37.96%Jul 22, 201189Nov 25, 2011303Feb 12, 2013392
-18.95%May 21, 201363Aug 19, 201388Dec 23, 2013151
-14.36%May 18, 20106May 25, 201052Aug 9, 201058
-14.05%Apr 27, 201120May 24, 201122Jun 24, 201142
-9.64%May 4, 20106May 11, 20104May 17, 201010
-9.64%Feb 18, 201111Mar 7, 20111Mar 8, 201112
-9.63%Jan 21, 20104Jan 26, 201012Feb 11, 201016
-8.09%Nov 9, 201012Nov 24, 20104Dec 1, 201016
-7.83%Sep 2, 201426Oct 7, 201419Nov 3, 201445

AAICVolatility Chart

Current Arlington Asset Investment Corp. volatility is 37.74%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


20.00%40.00%60.00%80.00%100.00%MarchAprilMayJuneJulyAugust
37.74%
16.23%
AAIC (Arlington Asset Investment Corp.)
Benchmark (^GSPC)