Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
NFO (Guggenheim Insider Sentiment ETF) | NA | 19.61% | 14.01% | 10.18% | 12.45% | NA | NA | 10.58% |
Data as of 02/27/2020, AR inception is 09/22/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
NFO (Guggenheim Insider Sentiment ETF) | 09/22/2006 | 02/27/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 19.61 | 14.01 | 10.18 | 12.45 | NA | NA | 10.58 | 4.55 | 29.36 | -7.80 | 27.84 | 7.65 | -3.69 | 5.91 | 36.14 | 14.83 | -4.05 | 26.79 | 48.68 | -37.71 | 8.93 | 10.13 |
Sharpe Ratio | NA | 1.78 | 1.12 | 0.72 | 0.73 | NA | NA | 0.45 | 4.23 | 2.54 | -0.61 | 3.77 | 0.48 | -0.23 | 0.42 | 2.63 | 0.91 | -0.14 | 1.28 | 1.44 | -0.97 | 0.31 | 3.20 |
Standard Deviation(%) | NA | 10.28 | 11.51 | 13.17 | 16.83 | NA | NA | 21.18 | 7.63 | 11.00 | 14.89 | 7.24 | 15.50 | 16.11 | 13.94 | 13.72 | 16.31 | 29.85 | 20.86 | 33.77 | 39.69 | 19.43 | 12.36 |
Draw Down(%) | NA | 4.52 | 19.67 | 22.08 | 29.68 | NA | NA | 60.12 | 1.56 | 4.52 | 19.67 | 2.16 | 14.50 | 15.59 | 13.14 | 6.88 | 15.04 | 29.68 | 17.57 | 35.47 | 51.04 | 14.55 | 2.92 |
Yield(%) | 0.00 | 1.69 | 1.63 | 1.68 | 2.46 | 2.09 | 1.57 | 2.42 | 0.20 | 1.66 | 0.95 | 1.86 | 1.99 | 1.46 | 1.26 | 1.22 | 1.93 | 1.65 | 0.76 | 1.52 | 2.03 | 1.03 | 0.15 |
Data as of 02/27/2020, AR inception is 09/22/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
NFO (Guggenheim Insider Sentiment ETF) |
-3.89%
Jun 2007 - Jun 2010 |
1.95%
May 2007 - May 2012 |
7.60%
Nov 2006 - Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
NFO (Guggenheim Insider Sentiment ETF) |
36.47%
Feb 2009 - Feb 2012 |
29.17%
Feb 2009 - Feb 2014 |
17.94%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart