Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYAAX (INVERSE NASDAQ-100 STRATEGY FUND ADVISOR) | NA | -7.71% | -16.68% | -18.26% | -13.27% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 07/31/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYAAX (INVERSE NASDAQ-100 STRATEGY FUND ADVISOR) | 07/31/2003 | 09/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.04 | -7.71 | -16.68 | -18.26 | -13.27 | NA | NA | … | … | -2.11 | -19.37 | -29.24 | -18.25 | -10.24 | -21.17 | -40.67 | 45.95 | -15.49 | -4.08 | -0.85 | -12.02 | -15.58 |
| Sharpe Ratio | NA | -1.47 | -2.36 | -2.16 | -1.52 | NA | NA | … | … | -1.17 | -2.70 | -3.83 | -2.41 | -1.21 | -2.05 | -2.27 | 0.63 | -1.96 | -1.66 | -1.58 | -1.73 | -2.61 |
| Standard Deviation(%) | NA | 17.85 | 14.88 | 17.05 | 22.10 | NA | NA | … | … | 18.38 | 14.03 | 12.47 | 15.40 | 23.78 | 19.38 | 26.12 | 41.66 | 19.24 | 15.95 | 13.84 | 18.29 | 21.59 |
| Draw Down(%) | NA | 22.04 | 52.25 | 67.27 | 85.73 | NA | NA | … | … | 14.19 | 23.98 | 29.24 | 22.90 | 16.85 | 26.68 | 47.65 | 19.82 | 20.80 | 18.70 | 16.25 | 20.32 | 19.46 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.85 | 0.43 | 0.32 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.05 | 3.24 | 2.57 | 1.47 | 0.00 | 0.00 |
Data as of 09/30/2015, Common starting date is 07/31/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYAAX (INVERSE NASDAQ-100 STRATEGY FUND ADVISOR) |
-29.94%
Feb 2009 – Feb 2012 |
-26.02%
Feb 2009 – Feb 2014 |
-14.48%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYAAX (INVERSE NASDAQ-100 STRATEGY FUND ADVISOR) |
10.88%
Feb 2006 – Feb 2009 |
3.75%
Feb 2004 – Feb 2009 |
-11.54%
Aug 2003 – Aug 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart