Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GEQ (Guggenheim Equal Weight Enhanced) | NA | -99.73% | -85.90% | -67.23% | NA | NA | NA | -60.01% |
Data as of 02/23/2018, AR inception is 11/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEQ (Guggenheim Equal Weight Enhanced) | 11/03/2011 | 02/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.73 | -85.90 | -67.23 | NA | NA | NA | -60.01 | 5.94 | 8.58 | -9.80 | 18.47 | 17.24 | 4.54 | -0.17 |
| Sharpe Ratio | NA | 1.51 | 0.40 | 0.42 | NA | NA | NA | 0.53 | 4.13 | 0.57 | -0.58 | 1.32 | 1.38 | 0.29 | -0.04 |
| Standard Deviation(%) | NA | 10.50 | 15.11 | 14.61 | NA | NA | NA | 14.92 | 7.71 | 14.56 | 16.92 | 13.96 | 12.44 | 15.38 | 25.58 |
| Draw Down(%) | NA | 5.80 | 27.64 | 27.64 | NA | NA | NA | 27.64 | 2.53 | 15.85 | 19.28 | 11.85 | 10.20 | 12.05 | 11.58 |
| Yield(%) | 0.00 | 0.00 | 5.82 | 7.81 | 5.17 | 3.44 | 2.58 | 8.61 | 2.66 | 8.24 | 10.79 | 9.32 | 9.58 | 9.72 | 0.00 |
Data as of 02/23/2018, AR inception is 11/03/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEQ (Guggenheim Equal Weight Enhanced) |
2.21%
Jan 2013 - Jan 2016 |
6.46%
Feb 2012 - Feb 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEQ (Guggenheim Equal Weight Enhanced) |
13.24%
Dec 2011 - Dec 2014 |
7.30%
Dec 2011 - Dec 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart