Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OTP (Guggenheim Ocean Tomo Patent) | NA | 29.63% | 524.72% | 200.37% | NA | NA | NA | 98.82% |
Data as of 03/30/2015, AR inception is 12/18/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OTP (Guggenheim Ocean Tomo Patent) | 12/18/2006 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.27 | 29.63 | 524.72 | 200.37 | NA | NA | NA | 98.82 | 40.88 | -4.13 | 1.65 | 12.94 | -2.58 | 12.05 | 29.72 | -35.57 | 14.80 | 0.37 |
| Sharpe Ratio | NA | 1.02 | 4.88 | 3.79 | NA | NA | NA | 0.52 | 6.93 | -0.15 | 0.07 | 5.99 | -0.11 | 0.63 | 1.33 | -1.19 | 0.87 | 1.13 |
| Standard Deviation(%) | NA | 30.25 | 107.45 | 52.80 | NA | NA | NA | 179.68 | 46.46 | 28.02 | 24.29 | 11.89 | 23.94 | 18.94 | 22.33 | 30.65 | 13.54 | 7.86 |
| Draw Down(%) | NA | 28.64 | 31.34 | 31.34 | NA | NA | NA | 51.23 | 8.71 | 24.43 | 21.61 | 1.74 | 22.88 | 18.37 | 24.24 | 44.39 | 10.59 | 0.86 |
| Yield(%) | 0.00 | 3.44 | 646.00 | 376.55 | 178.68 | 119.12 | 89.34 | 223.35 | 0.00 | 3.58 | 2.95 | 725.51 | 0.95 | 1.43 | 0.92 | 1.58 | 2.39 | 0.01 |
Data as of 03/30/2015, AR inception is 12/18/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTP (Guggenheim Ocean Tomo Patent) |
-8.19%
Jun 2007 - Jun 2010 |
-2.17%
Jun 2007 - Jun 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OTP (Guggenheim Ocean Tomo Patent) |
524.46%
Jun 2010 - Jun 2013 |
211.94%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart