Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYGGX (Guggenheim All-Asset Agrsv Strat A) | NA | 12.60% | 6.48% | 3.48% | NA | NA | NA | 4.62% |
Data as of 04/10/2013, AR inception is 07/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYGGX (Guggenheim All-Asset Agrsv 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 | 12.60 | 6.48 | 3.48 | NA | NA | NA | 4.62 | 6.64 | 12.20 | -4.47 | 10.41 | 19.67 | -25.01 | 6.33 | 8.87 |
| Sharpe Ratio | NA | 1.36 | 0.47 | 0.19 | NA | NA | NA | 0.19 | 3.49 | 1.25 | -0.26 | 0.78 | 1.03 | -1.02 | 0.18 | 1.39 |
| Standard Deviation(%) | NA | 9.21 | 13.75 | 17.27 | NA | NA | NA | 17.21 | 7.69 | 9.77 | 17.41 | 13.23 | 18.96 | 25.42 | 18.25 | 11.37 |
| Draw Down(%) | NA | 7.28 | 16.79 | 38.73 | NA | NA | NA | 41.36 | 2.34 | 8.52 | 16.79 | 11.80 | 18.01 | 33.83 | 12.98 | 4.58 |
| Yield(%) | 0.00 | 0.40 | 0.58 | 0.99 | 1.46 | 0.97 | 0.73 | 2.43 | 0.00 | 0.42 | 0.92 | 0.36 | 1.39 | 2.16 | 2.15 | 7.41 |
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 |
|---|---|---|---|---|
| RYGGX (Guggenheim All-Asset Agrsv Strat A) |
-5.25%
Jun 2007 - Jun 2010 |
-0.80%
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 |
|---|---|---|---|---|
| RYGGX (Guggenheim All-Asset Agrsv Strat A) |
16.18%
Feb 2009 - Feb 2012 |
4.22%
Mar 2008 - Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart