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Arlington Asset Investment Corp. 6.75% SR NT 25 (A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0413565021
CUSIP041356502

Highlights

Market Cap$631.38M
EPS-$0.12
PE Ratio6.32
Year Range$22.90 - $24.60
Target Price$1,700.00

Share Price Chart


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Compare to other instruments

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Arlington Asset Investment Corp. 6.75% SR NT 25

Popular comparisons: AIC vs. AEF, AIC vs. BND

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Arlington Asset Investment Corp. 6.75% SR NT 25, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%120.00%130.00%Dec 03Dec 10Dec 17Dec 24Dec 31
73.08%
122.82%
AIC (Arlington Asset Investment Corp. 6.75% SR NT 25)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A11.21%
1 monthN/A4.01%
6 monthsN/A16.58%
1 yearN/A26.14%
5 years (annualized)N/A13.81%
10 years (annualized)N/A10.70%

Monthly Returns

The table below presents the monthly returns of AIC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20231.75%1.22%-2.26%0.99%1.80%1.50%1.28%1.20%-1.47%-0.65%2.80%0.00%8.34%
20220.84%1.29%-0.43%-0.28%1.67%-2.63%1.02%1.76%-4.75%0.68%2.33%0.76%2.05%
20210.25%2.37%2.97%0.36%1.55%0.24%0.16%1.84%-0.24%0.08%0.64%0.40%11.10%
20201.13%2.39%-30.37%25.11%2.06%7.04%0.83%3.60%0.64%-0.62%4.80%0.41%8.35%
20194.11%2.64%2.31%0.64%3.65%0.98%0.22%-0.32%-2.81%0.38%1.32%2.17%16.18%
20180.45%-2.49%0.74%1.66%0.77%0.89%0.54%2.24%-0.25%-0.54%0.50%-6.13%-1.86%
20173.90%2.89%-2.97%4.26%3.63%0.83%0.69%1.84%-0.16%1.44%-0.04%-0.12%17.17%
2016-3.34%13.44%-8.27%6.81%4.06%8.82%1.88%0.80%1.73%1.71%-0.48%-2.44%25.52%
20150.60%0.12%-0.04%-0.76%-1.26%-6.39%-5.36%4.28%-2.03%-13.61%-22.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Arlington Asset Investment Corp. 6.75% SR NT 25 (AIC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AIC
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market-2.00-1.000.001.002.003.004.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-4.00-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market-10.000.0010.0020.0030.009.59

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Arlington Asset Investment Corp. 6.75% SR NT 25. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio0.801.001.201.401.601.802.00Dec 03Dec 10Dec 17Dec 24Dec 31
1.20
1.68
AIC (Arlington Asset Investment Corp. 6.75% SR NT 25)
Benchmark (^GSPC)

Dividends

Dividend History

Arlington Asset Investment Corp. 6.75% SR NT 25 granted a 5.20% dividend yield in the last twelve months. The annual payout for that period amounted to $1.27 per share.


PeriodTTM20232022202120202019201820172016
Dividend$1.27$1.69$1.69$1.69$1.69$1.69$1.69$1.69$1.69

Dividend yield

5.20%6.97%7.04%6.71%6.97%7.03%7.62%6.96%7.61%

Monthly Dividends

The table displays the monthly dividend distributions for Arlington Asset Investment Corp. 6.75% SR NT 25. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00
2023$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2022$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2021$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2020$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2019$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2018$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2017$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69
2016$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00$1.69

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Dec 03Dec 10Dec 17Dec 24Dec 31
-0.12%
-2.07%
AIC (Arlington Asset Investment Corp. 6.75% SR NT 25)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Arlington Asset Investment Corp. 6.75% SR NT 25. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Arlington Asset Investment Corp. 6.75% SR NT 25 was 71.72%, occurring on Mar 18, 2020. Recovery took 102 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.72%Mar 6, 20209Mar 18, 2020102Aug 19, 2020111
-33.12%Apr 17, 2015175Jan 20, 2016215Jan 19, 2017390
-7.42%Sep 28, 201857Dec 26, 201840Feb 25, 201997
-7.19%Feb 27, 201711Mar 13, 201736May 15, 201747
-6.72%Jan 24, 20173Jan 26, 201716Feb 24, 201719

Volatility

Volatility Chart

The current Arlington Asset Investment Corp. 6.75% SR NT 25 volatility is 1.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%Dec 03Dec 10Dec 17Dec 24Dec 31
1.82%
2.91%
AIC (Arlington Asset Investment Corp. 6.75% SR NT 25)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Arlington Asset Investment Corp. 6.75% SR NT 25 over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items