Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYIFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) | -3.17% | -10.13% | 0.65% | 3.95% | 0.88% | 0.69% | NA | 0.47% |
Data as of 07/16/2025, AR inception is 05/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYIFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) | 05/05/2010 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.65 | -10.13 | 0.65 | 3.95 | 0.88 | 0.69 | NA | 0.47 | -3.17 | 0.79 | 3.96 | 15.03 | 2.92 | 2.30 | 7.45 | -7.65 | 7.69 | -14.95 | -0.80 | 10.77 | 4.16 | -11.14 | -6.85 | 1.41 |
| Sharpe Ratio | NA | -0.97 | -0.24 | 0.17 | -0.04 | NA | NA | -0.05 | -0.73 | -0.50 | -0.02 | 1.04 | 0.29 | 0.30 | 0.73 | -0.81 | 0.48 | -1.53 | -0.08 | 1.07 | 0.49 | -2.03 | -0.91 | 0.26 |
| Standard Deviation(%) | NA | 12.18 | 12.09 | 11.52 | 11.14 | NA | NA | 10.27 | 11.98 | 11.61 | 12.65 | 13.18 | 10.09 | 6.87 | 8.23 | 11.08 | 14.81 | 9.92 | 10.22 | 10.05 | 8.36 | 5.57 | 7.59 | 7.79 |
| Draw Down(%) | NA | 16.79 | 17.32 | 17.32 | 25.18 | NA | NA | 29.01 | 11.21 | 12.87 | 9.40 | 13.17 | 5.74 | 8.25 | 6.18 | 15.88 | 10.14 | 19.03 | 13.73 | 8.30 | 8.89 | 13.30 | 12.15 | 7.62 |
| Yield(%) | 0.00 | 4.57 | 3.59 | 3.80 | 2.52 | 1.76 | 1.28 | 1.71 | 0.00 | 4.99 | 1.29 | 5.30 | 0.00 | 7.09 | 0.00 | 0.00 | 4.73 | 4.11 | 2.53 | 1.27 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/16/2025, AR inception is 05/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYIFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) |
-7.71%
Apr 2011 - Apr 2014 |
-3.40%
May 2011 - May 2016 |
-1.46%
Oct 2010 - Oct 2020 |
0.52%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYIFX (GUGGENHEIM MANAGED FUTURES STRATEGY FUND INSTITUTIONAL CLASS) |
9.52%
Oct 2020 - Oct 2023 |
8.03%
Feb 2019 - Feb 2024 |
3.74%
Mar 2014 - Mar 2024 |
0.52%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart