Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYFFX (Guggenheim Alternative Strategies Allc C) | NA | -1.16% | -1.81% | NA | NA | NA | NA | -6.33% |
Data as of 12/07/2012, AR inception is 03/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYFFX (Guggenheim Alternative Strategies Allc C) | 03/12/2008 | 12/07/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.16 | -1.81 | NA | NA | NA | NA | -6.33 | -0.59 | -3.28 | -1.59 | -0.40 | -18.33 |
| Sharpe Ratio | NA | -0.39 | -0.34 | NA | NA | NA | NA | -0.72 | -0.24 | -0.50 | -0.28 | -0.06 | -1.79 |
| Standard Deviation(%) | NA | 3.09 | 5.45 | NA | NA | NA | NA | 7.75 | 2.85 | 6.56 | 6.07 | 8.04 | 12.77 |
| Draw Down(%) | NA | 3.26 | 9.00 | NA | NA | NA | NA | 27.86 | 3.26 | 9.00 | 8.34 | 6.83 | 22.57 |
| Yield(%) | 0.00 | 1.42 | 1.04 | 0.86 | 0.43 | 0.29 | 0.22 | 1.08 | 0.00 | 1.38 | 1.76 | 0.00 | 1.83 |
Data as of 12/07/2012, AR inception is 03/12/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYFFX (Guggenheim Alternative Strategies Allc C) |
-7.98%
Jun 2008 - Jun 2011 |
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 |
|---|---|---|---|---|
| RYFFX (Guggenheim Alternative Strategies Allc C) |
0.76%
Mar 2009 - Mar 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart