Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYJMX (Guggenheim Long Short Equity Strategy I) | NA | -43.25% | NA | NA | NA | NA | NA | -20.31% |
Data as of 12/07/2012, AR inception is 07/07/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYJMX (Guggenheim Long Short Equity Strategy I) | 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 | -43.25 | NA | NA | NA | NA | NA | -20.31 | -42.75 | 1.74 | 9.03 |
| Sharpe Ratio | NA | -0.18 | NA | NA | NA | NA | NA | -0.29 | -0.73 | 0.10 | 2.53 |
| Standard Deviation(%) | NA | 237.66 | NA | NA | NA | NA | NA | 59.49 | 62.15 | 16.81 | 7.56 |
| Draw Down(%) | NA | 45.90 | NA | NA | NA | NA | NA | 46.49 | 45.90 | 13.82 | 3.44 |
| Yield(%) | 0.00 | 2.44 | 3.30 | 1.98 | 0.99 | 0.66 | 0.49 | 4.95 | 0.00 | 2.49 | 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 |
|---|---|---|---|---|
| RYJMX (Guggenheim Long Short Equity Strategy I) |
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 |
|---|---|---|---|---|
| RYJMX (Guggenheim Long Short Equity Strategy I) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart