Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYGEX (Guggenheim All-Asset Agrsv Strat C) | NA | 11.73% | 5.70% | 2.69% | NA | NA | NA | 3.74% |
Data as of 04/10/2013, AR inception is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYGEX (Guggenheim All-Asset Agrsv Strat C) | 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 | 11.73 | 5.70 | 2.69 | NA | NA | NA | 3.74 | 6.50 | 11.31 | -5.26 | 9.69 | 18.60 | -25.59 | 5.56 | 8.57 |
| Sharpe Ratio | NA | 1.27 | 0.41 | 0.15 | NA | NA | NA | 0.14 | 3.30 | 1.18 | -0.31 | 0.73 | 0.98 | -1.04 | 0.14 | 1.31 |
| Standard Deviation(%) | NA | 9.20 | 13.70 | 17.22 | NA | NA | NA | 17.15 | 7.95 | 9.65 | 17.31 | 13.25 | 18.93 | 25.31 | 18.13 | 11.50 |
| Draw Down(%) | NA | 7.23 | 17.08 | 39.23 | NA | NA | NA | 42.09 | 2.37 | 8.53 | 17.08 | 11.95 | 18.25 | 34.06 | 13.00 | 4.59 |
| Yield(%) | 0.00 | 0.42 | 0.60 | 1.01 | 1.46 | 0.97 | 0.73 | 2.44 | 0.00 | 0.44 | 0.95 | 0.37 | 1.42 | 2.19 | 2.16 | 7.42 |
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 |
|---|---|---|---|---|
| RYGEX (Guggenheim All-Asset Agrsv Strat C) |
-5.76%
Jun 2007 - Jun 2010 |
-1.58%
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 |
|---|---|---|---|---|
| RYGEX (Guggenheim All-Asset Agrsv Strat C) |
15.31%
Feb 2009 - Feb 2012 |
3.42%
Mar 2008 - Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart