Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYBVX (Guggenheim Long Short Int Rate Strat I) | NA | 2.02% | NA | NA | NA | NA | NA | -1.89% |
Data as of 01/28/2013, AR inception is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYBVX (Guggenheim Long Short Int Rate Strat I) | 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 | 2.02 | NA | NA | NA | NA | NA | -1.89 | 1.02 | -0.55 | -8.97 | 5.26 |
| Sharpe Ratio | NA | 0.24 | NA | NA | NA | NA | NA | -0.20 | 15.17 | -0.09 | -1.04 | 1.45 |
| Standard Deviation(%) | NA | 6.25 | NA | NA | NA | NA | NA | 7.50 | 1.00 | 6.47 | 8.62 | 7.50 |
| Draw Down(%) | NA | 6.54 | NA | NA | NA | NA | NA | 14.30 | 0.00 | 6.54 | 12.36 | 3.41 |
| 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 |
|---|---|---|---|---|
| RYBVX (Guggenheim Long Short Int Rate Strat I) |
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 |
|---|---|---|---|---|
| RYBVX (Guggenheim Long Short Int Rate Strat I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart