Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RYJLX (Guggenheim Long Short Equity Strategy H) | NA | -43.58% | NA | NA | NA | NA | NA | -20.68% |
Data as of 12/07/2012, AR inception is 07/07/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RYJLX (Guggenheim Long Short Equity Strategy H) | 07/07/2010 | 12/07/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -43.58 | NA | NA | NA | NA | NA | -20.68 | -43.08 | 1.47 | 8.92 |
Sharpe Ratio | NA | -0.18 | NA | NA | NA | NA | NA | -0.29 | -0.73 | 0.09 | 2.48 |
Standard Deviation(%) | NA | 248.78 | NA | NA | NA | NA | NA | 60.11 | 62.56 | 16.81 | 7.60 |
Draw Down(%) | NA | 46.10 | NA | NA | NA | NA | NA | 46.86 | 46.10 | 13.86 | 3.45 |
Yield(%) | 0.00 | 2.45 | 3.30 | 1.98 | 0.99 | 0.66 | 0.49 | 4.95 | 0.00 | 2.50 | 7.35 |
Data as of 12/07/2012, AR inception is 07/07/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RYJLX (Guggenheim Long Short Equity Strategy H) |
0.00%
NA |
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 |
---|---|---|---|---|
RYJLX (Guggenheim Long Short Equity Strategy H) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart