Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYFOX (Guggenheim Alternative Strategies Allc H) | NA | -0.71% | -1.15% | NA | NA | NA | NA | -5.57% |
Data as of 12/07/2012, AR inception is 03/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYFOX (Guggenheim Alternative Strategies Allc H) | 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 | -0.71 | -1.15 | NA | NA | NA | NA | -5.57 | -0.16 | -2.31 | -1.08 | 0.34 | -17.86 |
| Sharpe Ratio | NA | -0.25 | -0.23 | NA | NA | NA | NA | -0.64 | -0.08 | -0.36 | -0.20 | 0.03 | -1.75 |
| Standard Deviation(%) | NA | 3.00 | 5.35 | NA | NA | NA | NA | 7.70 | 2.75 | 6.48 | 5.92 | 7.98 | 12.76 |
| Draw Down(%) | NA | 3.16 | 8.73 | NA | NA | NA | NA | 26.51 | 3.16 | 8.73 | 7.93 | 6.69 | 22.23 |
| Yield(%) | 0.00 | 1.38 | 1.03 | 0.86 | 0.43 | 0.29 | 0.22 | 1.08 | 0.00 | 1.36 | 1.74 | 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 |
|---|---|---|---|---|
| RYFOX (Guggenheim Alternative Strategies Allc H) |
-7.29%
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 |
|---|---|---|---|---|
| RYFOX (Guggenheim Alternative Strategies Allc H) |
1.53%
Mar 2009 - Mar 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart