Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Armstrong Original | NA | 6.15% | 4.65% | 3.90% | 5.30% | 5.39% | 6.49% | … | … |
Data as of 08/31/2023, Common starting date is 12/31/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Armstrong Original | 12/31/1999 | 11/09/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.85 | 6.15 | 4.65 | 3.90 | 5.30 | 5.39 | 6.49 | … | … | 1.84 | -13.05 | 12.14 | 8.58 | 18.65 | -7.56 | 12.07 | 8.62 | -1.63 | 4.53 | 15.86 | 12.94 | -3.48 | 13.77 | 24.11 | -25.93 | 5.49 | 17.87 | 8.23 | 15.06 | 27.81 | -7.74 | -2.95 | 1.75 | 0.00 |
| Sharpe Ratio | NA | 0.12 | 0.02 | 0.19 | 0.30 | NA | NA | … | … | -0.20 | -0.98 | 1.32 | 0.39 | 2.30 | -0.95 | 2.24 | 0.83 | -0.17 | 0.61 | 1.85 | 1.28 | -0.19 | 0.94 | 1.06 | -1.02 | 0.20 | 1.67 | 0.82 | 1.76 | 2.92 | -0.70 | -0.49 | -0.24 | NA |
| Standard Deviation(%) | NA | 10.36 | 11.39 | 13.61 | 11.29 | NA | NA | … | … | 9.40 | 14.77 | 9.20 | 21.60 | 7.50 | 9.32 | 5.11 | 10.15 | 9.81 | 7.39 | 8.55 | 10.08 | 18.09 | 14.56 | 22.75 | 26.21 | 12.28 | 8.76 | 7.41 | 8.04 | 9.27 | 12.69 | 10.80 | 9.92 | NA |
| Draw Down(%) | NA | 9.32 | 20.41 | 26.11 | 26.11 | NA | NA | … | … | 9.32 | 19.93 | 5.06 | 26.11 | 4.41 | 13.53 | 1.78 | 8.00 | 10.00 | 6.37 | 6.96 | 8.71 | 17.78 | 10.99 | 22.28 | 37.12 | 7.98 | 8.76 | 4.59 | 7.56 | 9.39 | 18.83 | 15.63 | 6.78 | 0.00 |
| Yield(%) | NA | 2.49 | 2.14 | 2.19 | 2.06 | NA | NA | … | … | 1.69 | 1.81 | 2.13 | 1.94 | 2.76 | 1.86 | 0.35 | 2.83 | 2.21 | 2.27 | 2.26 | 2.60 | 2.30 | 2.17 | 2.95 | 2.61 | 3.23 | 3.15 | 2.84 | 2.70 | 3.20 | 3.27 | 4.25 | 4.40 | 0.00 |
Data as of 08/31/2023, Common starting date is 12/31/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Armstrong Original |
-9.55%
Feb 2006 – Feb 2009 |
-1.43%
Feb 2004 – Feb 2009 |
3.99%
Oct 2013 – Oct 2023 |
3.77%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Armstrong Original |
20.90%
Mar 2003 – Mar 2006 |
16.63%
Feb 2009 – Feb 2014 |
10.31%
Feb 2009 – Feb 2019 |
8.55%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart