Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPM (Guggenheim Enhanced Equity Income Fund) | NA | 78.13% | 16.72% | 14.06% | 12.35% | -1.16% | NA | -2.15% |
Data as of 10/29/2021, AR inception is 08/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPM (Guggenheim Enhanced Equity Income Fund) | 08/26/2005 | 10/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -10.21 | 78.13 | 16.72 | 14.06 | 12.35 | -1.16 | NA | -2.15 | 45.47 | -9.58 | 18.88 | -23.82 | 4.96 | -8.08 | -21.23 | -12.11 | -3.05 | -9.66 | -21.61 | -1.62 | -8.22 | -54.91 | -23.83 | 1.68 | -19.57 |
| Sharpe Ratio | NA | 3.49 | 0.51 | 0.51 | 0.54 | NA | NA | -0.12 | 2.48 | -0.20 | 1.20 | -1.19 | 0.34 | -0.46 | -1.10 | -0.70 | -0.18 | -0.56 | -0.80 | -0.09 | -0.29 | -1.21 | -1.41 | -0.13 | -2.40 |
| Standard Deviation(%) | NA | 22.36 | 32.01 | 26.41 | 21.79 | NA | NA | 24.11 | 23.01 | 47.80 | 14.58 | 21.09 | 12.86 | 17.78 | 19.32 | 17.32 | 17.50 | 17.34 | 27.15 | 19.92 | 28.44 | 45.94 | 19.17 | 12.42 | 20.59 |
| Draw Down(%) | NA | 11.82 | 53.20 | 53.20 | 53.20 | NA | NA | 80.57 | 11.82 | 53.20 | 8.52 | 33.16 | 11.20 | 17.19 | 26.63 | 22.72 | 19.90 | 24.82 | 30.26 | 23.33 | 26.93 | 62.48 | 30.67 | 16.91 | 19.82 |
| Yield(%) | 0.00 | 13.94 | 10.58 | 10.21 | 10.61 | 5.49 | 4.20 | 5.25 | 9.97 | 7.37 | 13.97 | 6.59 | 12.08 | 13.10 | 11.24 | 10.97 | 11.32 | 11.54 | 10.09 | 11.18 | 13.40 | 10.36 | 8.64 | 9.48 | 2.00 |
Data as of 10/29/2021, AR inception is 08/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPM (Guggenheim Enhanced Equity Income Fund) |
-36.03%
Jun 2007 - Jun 2010 |
-24.76%
Sep 2006 - Sep 2011 |
-11.43%
Sep 2005 - Sep 2015 |
-5.96%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPM (Guggenheim Enhanced Equity Income Fund) |
19.64%
Sep 2015 - Sep 2018 |
14.59%
Dec 2012 - Dec 2017 |
13.51%
Sep 2011 - Sep 2021 |
-0.91%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart