Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RYBTX (Guggenheim Long Short Int Rate Strat C) | NA | 1.00% | NA | NA | NA | NA | NA | -3.11% |
Data as of 01/28/2013, AR inception is 07/07/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RYBTX (Guggenheim Long Short Int Rate Strat C) | 07/07/2010 | 01/28/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 1.00 | NA | NA | NA | NA | NA | -3.11 | 0.96 | -1.59 | -9.83 | 4.78 |
Sharpe Ratio | NA | 0.08 | NA | NA | NA | NA | NA | -0.33 | 14.83 | -0.26 | -1.15 | 1.31 |
Standard Deviation(%) | NA | 6.22 | NA | NA | NA | NA | NA | 7.49 | 0.96 | 6.44 | 8.60 | 7.53 |
Draw Down(%) | NA | 7.07 | NA | NA | NA | NA | NA | 15.81 | 0.04 | 7.07 | 13.15 | 3.45 |
Yield(%) | 0.00 | 0.00 | 0.36 | 0.22 | 0.11 | 0.07 | 0.05 | 0.55 | 0.00 | 0.00 | 0.00 | 1.09 |
Data as of 01/28/2013, AR inception is 07/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RYBTX (Guggenheim Long Short Int Rate Strat C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RYBTX (Guggenheim Long Short Int Rate Strat C) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart