Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYEOX (Guggenheim All-Asset Cnsrv Strat A) | NA | 7.52% | 4.44% | 2.33% | NA | NA | NA | 4.16% |
Data as of 04/10/2013, AR inception is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYEOX (Guggenheim All-Asset Cnsrv Strat A) | 07/07/2006 | 04/10/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.52 | 4.44 | 2.33 | NA | NA | NA | 4.16 | 3.11 | 7.95 | -1.42 | 6.86 | 6.39 | -9.88 | 6.95 | 6.24 |
| Sharpe Ratio | NA | 1.91 | 0.63 | 0.24 | NA | NA | NA | 0.32 | 3.78 | 1.88 | -0.16 | 0.94 | 0.58 | -0.85 | 0.46 | 1.68 |
| Standard Deviation(%) | NA | 3.92 | 6.98 | 9.12 | NA | NA | NA | 8.81 | 3.16 | 4.24 | 8.96 | 7.23 | 10.89 | 12.70 | 8.58 | 5.88 |
| Draw Down(%) | NA | 3.16 | 9.46 | 23.74 | NA | NA | NA | 23.74 | 0.80 | 3.34 | 9.46 | 5.88 | 13.89 | 19.35 | 6.80 | 2.00 |
| Yield(%) | 0.00 | 0.98 | 1.09 | 1.47 | 1.25 | 0.84 | 0.63 | 2.09 | 0.00 | 1.01 | 1.31 | 0.92 | 1.79 | 2.71 | 3.39 | 0.92 |
Data as of 04/10/2013, AR inception is 07/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYEOX (Guggenheim All-Asset Cnsrv Strat A) |
-1.02%
Jun 2007 - Jun 2010 |
1.01%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYEOX (Guggenheim All-Asset Cnsrv Strat A) |
9.50%
Feb 2009 - Feb 2012 |
2.62%
Mar 2008 - Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart